Vanguard U.S. Minimum Volatility ETF (VFMV) Historical Volatility

Tracking VFMV historical volatility helps you see how much Vanguard U.S. Minimum Volatility 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 U.S. Minimum Volatility ETF's HV tells you what really happened. Use our scanner to monitor VFMV 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 VFMV 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Vanguard U.S. Minimum Volatility 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.

Advisor uses a rules-based quantitative model to evaluate U.S. common stocks. Fund invests in stocks that together have the potential to generate lower volatility than the broad U.S. equity market. 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.

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