Vanguard U.S. Momentum Factor ETF

VFMOCBOE · USD
227.31USD0.00 (-0.01%)

Vanguard U.S. Momentum Factor ETF (VFMO) Implied Volatility Current

VFMO implied volatility is 17%. IV Rank is 0%, placing current premiums in the bottom of their 52-week range.

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Tracking VFMO implied volatility helps you identify when options premiums on Vanguard U.S. Momentum Factor ETF are historically cheap or expensive, and where the best trades are hiding. Vanguard U.S. Momentum Factor ETF implied volatility reflects the market's expectation of future price movement: when VFMO IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor Vanguard U.S. Momentum Factor ETF's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For VFMO, tracking metrics like VFMO IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on VFMO signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

Advisor uses a rules-based quantitative model to evaluate U.S. common stocks.Fund invests in stocks with strong recent performance.The portfolio includes a diverse mix of stocks representing many different market capitalizations (large, mid, and small), market sectors, and industry groups.Seeks long-term capital appreciation.Typically, at least 80% of the fund’s assets will be invested in securities issued by U.S. companies. Note: The Momentum factor is measured by total returns from month T-12 to month T-1, total returns from month T-7 to month T-1, and the intercept from a 1-year regression of stock returns on their regional benchmark.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where VFMO implied volatility sits today versus where it has been. Our scanner ranks Vanguard U.S. Momentum Factor ETF implied volatility against its historical range, surfaces extremes in VFMO IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether Vanguard U.S. Momentum Factor ETF IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
0.40%IV Rank
Low

IV is compressed vs the past year - options are relatively cheap, favoring buyers.

Implied Volatility (30d)17.16%

IV Rank0.40%

Historical Volatility (30d)17.15%

IV - HV+0.01%

As of September 18, 2026

Trade options with IV on your side

Track VFMO IV rank across every expiration, spot where volatility is elevated, and identify high-probability setups before the window closes.

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