Implied Volatility (Mean) (20-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Vanguard Russell 1000 Value Index Fund ETF Shares (VONV) had 20-Day Implied Volatility (Mean) of 0.2143 for 2026-03-05.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1053
Historical Volatility (Parkinson)	0.1078
Implied Volatility (Calls)	0.2459
Implied Volatility (Puts)	0.1828
Implied Volatility (Mean)	0.2143
Put-Call Implied Volatility Ratio	0.7433
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.0000