Vanguard FTSE Europe ETF (VGK) Historical Volatility

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

Seeks to track the performance of the FTSE Developed Europe All Cap Index, which measures the investment return of stocks issued by companies located in the major markets of Europe.Holds stocks of companies located in Austria, Belgium, Denmark, Finland, France, Germany, Greece, Ireland, Italy, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, and the United Kingdom.Follows a passively managed, full-replication approach.

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