Historical Volatility (Close-to-Close) (120-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Vanguard Short-Term Inflation-Protected Securities Index Fund ETF Shares (VTIP) had 120-Day Historical Volatility (Close-to-Close) of 0.0149 for 2026-04-20.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0149
Historical Volatility (Parkinson)	0.0106
Implied Volatility (Calls)	0.0858
Implied Volatility (Puts)	0.0732
Implied Volatility (Mean)	0.0795
Put-Call Implied Volatility Ratio	0.8532
Implied Volatility Skew	-0.0102
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4755