Vanguard U.S. Quality Factor ETF (VFQY) Historical Volatility

Tracking VFQY historical volatility helps you see how much Vanguard U.S. Quality Factor 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. Quality Factor ETF's HV tells you what really happened. Use our scanner to monitor VFQY 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 VFQY 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Vanguard U.S. Quality Factor 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 with strong fundamentals.The portfolio includes a diverse mix of stocks representing many different market capitalizations (large, mid, and small), market sectors, and industry groups.Portfolio companies may exhibit strong profitability and healthy balance sheets.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 Quality factor is measured by operating profitability, gross profitability, change in net operating assets, intangibles intensity (for non-financial stocks); operating profitability, equity issuance (for financial stocks).

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