Vanguard Mortgage-Backed Securities Index Fund ETF Shares (VMBS)

Last Closing Price: 46.39 (2026-07-20)

Implied Volatility (Calls) (10-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Vanguard Mortgage-Backed Securities Index Fund ETF Shares (VMBS) had 10-Day Implied Volatility (Calls) of 0.1431 for 2026-07-20.