Vanguard Short-Term Bond ETF (BSV) Historical Volatility

Tracking BSV historical volatility helps you see how much Vanguard Short-Term Bond ETF's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, BSV's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor BSV 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. BSV's 30 day historical volatility, or BSV HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing BSV's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

Seeks to track the performance of the Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index, a market-weighted bond index that covers investment-grade bonds with a dollar-weighted average maturity of 1 to 5 years.Invests in U.S. government, high-quality (investment-grade) corporate, and investment-grade international dollar-denominated bonds.Follows a passively managed, index sampling approach.