Tracking VONV historical volatility helps you see how much Vanguard Russell 1000 Value Index ETF's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, VONV's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor VONV 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. VONV's 30 day historical volatility, or VONV HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing VONV's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.
Invests in stocks in the Russell 1000 Value Index, a broadly diversified index predominantly made up of value stocks of large U.S. companies. Seeks to closely track the index’s return, which is considered a gauge of large-cap value U.S. stock returns. Offers high potential for investment growth; share value typically rises and falls more sharply than that of funds holding bonds. More appropriate for long-term goals where your money’s growth is essential.
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