iShares MSCI Agriculture Producers ETF

VEGIAMEX · USD
46.29USD0.00 (-0.53%)

iShares MSCI Agriculture Producers ETF (VEGI) Historical Volatility

VEGI 30-day historical volatility is 19%. This ranks in the 89th percentile of readings over the past year.

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Tracking VEGI historical volatility helps you see how much iShares MSCI Agriculture Producers 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, iShares MSCI Agriculture Producers ETF's HV tells you what really happened. Use our scanner to monitor VEGI 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 VEGI 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing iShares MSCI Agriculture Producers 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.

The iShares MSCI Agriculture Producers ETF seeks to track the investment results of an index composed of global equities of companies primarily engaged in the business of agriculture.

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 iShares MSCI Agriculture Producers ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where VEGI HV is running hot, cold, or in line. Make the VEGI 30 day historical volatility — and every other window — work for your edge instead of against it.

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of September 24, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of September 24, 2026

See how volatility has moved over time

Track VEGI historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

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