Vanguard ESG U.S. Corporate Bond ETF

VCEBCBOE · USD
60.41USD+0.30 (+0.50%)

Vanguard ESG U.S. Corporate Bond ETF (VCEB) Implied Volatility Current

VCEB's 30 day implied volatility is 9.70%, with an IV Rank of 31.35%. This is an average IV Rank versus the past year, meaning Vanguard ESG U.S. Corporate Bond ETF options are fairly priced and currently offer no clear edge to buyers or sellers. VCEB's 30 day historical volatility sits at 5.75%, which means implied volatility is running 3.95 points above historical volatility, as of Nov 3, 2026.

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Tracking VCEB implied volatility helps you spot when Vanguard ESG U.S. Corporate Bond ETF options are historically cheap or expensive, and where the best trades are hiding. When VCEB IV rises, premiums increase and sellers get more attractive pricing, and when it drops, buyers find cheaper contracts. Use our scanner to monitor VCEB 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 VCEB IV rank helps you see whether VCEB'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 Bloomberg MSCI U.S. Corporate SRI Select Index.Includes U.S. dollar-denominated, investment-grade, fixed-rate, taxable bonds with greater than one year maturity.Screened for certain environmental, social and corporate governance (ESG) criteria.Specifically excludes bonds of companies that the index provider determines engage in, have a specified level of involvement in, and/or derive threshold amounts of revenue from certain activities or business segments related to the following: adult entertainment, alcohol, gambling, tobacco, nuclear weapons, controversial weapons, conventional weapons, civilian firearms, nuclear power, and thermal coal, oil, or gas.Additionally, the index excludes bonds of companies that, as determined by the index provider, do not meet certain standards defined by the index provider with respect to an ESG controversies assessment, as well as companies that do not meet certain diversity criteria.Follows a passively managed, index-sampling approach.Provides current income with high grade credit quality.Important note: The Index excludes the bonds of companies that the Index provider determines engage in (which may include manufacturing, owning, and operating), have a specified level of involvement in, and/or derive threshold amounts of revenue from one or more of the following activities: (i) production, distribution, and retail of adult entertainment materials; (ii) production, distribution, retail, and supply of alcohol related products; (iii) involvement in certain gambling related business activities; (iv) production, distribution, retail, supply, and licensing of, tobacco related products; (v) manufacture of nuclear weapons or key nuclear weapons components; (vi) manufacture of biological and chemical weapons or key biological and chemical weapons components; cluster munitions whole weapons systems, components, or delivery platforms; landmines whole systems or components; or involvement in the production of depleted uranium (DU) weapons, ammunition, and armor; (vii) production of conventional weapons and components or involvement with conventional weapons support systems and services; (viii) production and/or distribution (wholesale or retail) of firearms or small arms ammunition intended for civilian use (companies that cater to the military, government, and law enforcement markets are not included in the foregoing); (ix) ownership or operation of nuclear power plants or active uranium mines; involvement in uranium enrichment and processing; involvement in the design and engineering of nuclear power reactors; or supplying nuclear power activities; and (x) have an industry tie to fossil fuels (thermal coal, oil and gas), in particular, reserve ownership, related revenues and power generation (companies providing evidence of owning metallurgical coal reserves are not included in the foregoing).

Implied Volatility

IV Rank
31.35%IV Rank
Moderate

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

Implied Volatility (30d)9.70%

IV Rank31.35%

Historical Volatility (30d)5.75%

IV Minus HV+3.95%

As of Nov 3, 2026

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