Vanguard Morningstar Small-Cap ETF

VBAMEX · USD
295.90USD+3.56 (+1.22%)

Vanguard Morningstar Small-Cap ETF (VB) Implied Volatility Current

VB's 30 day implied volatility is 20.10%, with an IV Rank of 53.57%. This is an average IV Rank versus the past year, meaning Vanguard Morningstar Small-Cap ETF options are fairly priced and currently offer no clear edge to buyers or sellers. VB's 30 day historical volatility sits at 13.30%, which means implied volatility is running 6.80 points above historical volatility, as of Nov 3, 2026.

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Tracking VB implied volatility helps you spot when Vanguard Morningstar Small-Cap ETF options are historically cheap or expensive, and where the best trades are hiding. When VB IV rises, premiums increase and sellers get more attractive pricing, and when it drops, buyers find cheaper contracts. Use our scanner to monitor VB implied volatility current levels in real time and filter for high probability trades.

Implied volatility is derived from option prices and represents the annualized expected move of a stock. Tracking VB IV rank helps you see whether VB's implied volatility is historically high or low, since IV rank compares today's reading against the past year's range. A high rank signals relatively expensive premiums and tends to favor sellers, a low rank signals relatively cheap premiums and tends to favor buyers.

Seeks to track the performance of the CRSP US Small Cap Index, which measures the investment return of small-capitalization stocks. Provides a convenient way to match the performance of a diversified group of small companies. Follows a passively managed, full-replication approach.

Implied Volatility

IV Rank
53.57%IV Rank
Moderate

IV is slightly elevated. Premiums are richer, leaning toward sellers.

Implied Volatility (30d)20.10%

IV Rank53.57%

Historical Volatility (30d)13.30%

IV Minus HV+6.80%

As of Nov 3, 2026

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