Vanguard Total International Bond ETF (BNDX) Historical Volatility

Tracking BNDX historical volatility helps you see how much Vanguard Total International Bond ETF's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Vanguard Total International Bond ETF's HV tells you what really happened. Use our scanner to monitor BNDX 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The BNDX 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Vanguard Total International Bond ETF's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Seeks to track the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (Hedged).Employs hedging strategies that seek to mitigate uncertainty in exchange rates.Passively managed, using index sampling.Fund remains fully invested.Broad exposure across major bond markets outside of the United States.Low expenses minimize net tracking error.With respect to 75% of its total assets, the fund may not: (1) purchase more than 10% of the outstanding voting securities of any one issuer or (2) purchase securities of any issuer if, as a result, more than 5% of the fund’s total assets would be invested in that issuer’s securities; except as may be necessary to approximate the composition of its target index.

This limitation does not apply to obligations of the U.S. government or its agencies or instrumentalities.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Vanguard Total International Bond ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where BNDX HV is running hot, cold, or in line. Make the BNDX 30 day historical volatility — and every other window — work for your edge instead of against it.