Implied Volatility (Mean) (180-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 Short-Term Inflation-Protected Securities ETF (VTIP) had 180-Day Implied Volatility (Mean) of 0.0443 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0232
Historical Volatility (Parkinson)	0.0188
Implied Volatility (Calls)	0.0240
Implied Volatility (Puts)	0.0645
Implied Volatility (Mean)	0.0443
Put-Call Implied Volatility Ratio	2.6882
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0496