iShares MSCI USA Value Factor ETF

VLUECBOE · USD
198.71USD0.00 (-1.45%)

iShares MSCI USA Value Factor ETF (VLUE) Implied Volatility Current

VLUE implied volatility is 22%. IV Rank is 36%, placing current premiums in the middle of their 52-week range.

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Tracking VLUE implied volatility helps you identify when options premiums on iShares MSCI USA Value Factor ETF are historically cheap or expensive, and where the best trades are hiding. iShares MSCI USA Value Factor ETF implied volatility reflects the market's expectation of future price movement: when VLUE IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor iShares MSCI USA Value 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 VLUE, tracking metrics like VLUE 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 VLUE signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

The iShares MSCI USA Value Factor ETF seeks to track the investment results of an index composed of U.S. large- and mid-capitalization stocks with value characteristics and relatively lower valuations.

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

Implied Volatility

IV Rank
35.71%IV Rank
Moderate

IV is below its typical range - premiums look reasonable for buyers.

Implied Volatility (30d)22.46%

IV Rank35.71%

Historical Volatility (30d)14.43%

IV - HV+8.03%

As of September 28, 2026

Trade options with IV on your side

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

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