Historical Volatility (Close-to-Close) (30-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 30-Day Historical Volatility (Close-to-Close) of 0.0127 for 2026-03-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0127
Historical Volatility (Parkinson)	0.0102
Implied Volatility (Calls)	0.0268
Implied Volatility (Puts)	0.0324
Implied Volatility (Mean)	0.0296
Put-Call Implied Volatility Ratio	1.2125
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000