Tracking VMBS historical volatility helps you see how much Vanguard Mortgage-Backed Securities 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 Mortgage-Backed Securities ETF's HV tells you what really happened. Use our scanner to monitor VMBS 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 VMBS 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Vanguard Mortgage-Backed Securities 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 provide a moderate and sustainable level of current income. Invests primarily in U.S. agency mortgage-backed pass-through securities issued by Ginnie Mae (GNMA), Fannie Mae (FNMA), and Freddie Mac (FHLMC). Moderate interest rate risk, with a dollar-weighted average maturity of 3 to 10 years.
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 Mortgage-Backed Securities ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where VMBS HV is running hot, cold, or in line. Make the VMBS 30 day historical volatility — and every other window — work for your edge instead of against it.
