Vanguard Mortgage-Backed Securities ETF (VMBS) Implied Volatility Current

Tracking VMBS implied volatility helps you spot when Vanguard Mortgage-Backed Securities ETF options are historically cheap or expensive, and where the best trades are hiding. When VMBS IV rises, premiums increase and sellers get more attractive pricing, and when it drops, buyers find cheaper contracts. Use our scanner to monitor VMBS implied volatility current levels in real time and filter for high probability trades.

Implied volatility is derived from option prices and represents the annualized expected move of a stock. Tracking VMBS IV rank helps you see whether VMBS's implied volatility is historically high or low, since IV rank compares today's reading against the past year's range. A high rank signals relatively expensive premiums and tends to favor sellers, a low rank signals relatively cheap premiums and tends to favor buyers.

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.