Vanguard S&P Mid-Cap 400 ETF (IVOO) Historical Volatility

Tracking IVOO historical volatility helps you see how much Vanguard S&P Mid-Cap 400 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 S&P Mid-Cap 400 ETF's HV tells you what really happened. Use our scanner to monitor IVOO 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 IVOO 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Vanguard S&P Mid-Cap 400 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.

Invests in stocks in the S&P MidCap 400 Index, representing 400 medium-size U.S. companies.Focuses on closely tracking the index’s return, which is considered a gauge of overall U.S. mid-cap stock returns.Offers high potential for investment growth; share value rises and falls more sharply than that of funds holding bonds.More appropriate for long-term goals where your money’s growth is essential.On March 14, 2023, this ETF underwent a 2:1 share split, which decreased the price per share of the ETF with a proportionate increase in the number of shares outstanding. Historical share price data has not been adjusted for the split except where market data is being used, as indicated.

Although certain data may reflect both pre-and post-split prices, returns are not impacted.

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 S&P Mid-Cap 400 ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where IVOO HV is running hot, cold, or in line. Make the IVOO 30 day historical volatility — and every other window — work for your edge instead of against it.