Vanguard S&P 500 Value ETF (VOOV) Historical Volatility

Tracking VOOV historical volatility helps you see how much Vanguard S&P 500 Value 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 S&P 500 Value ETF's HV tells you what really happened. Use our scanner to monitor VOOV 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 VOOV 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Vanguard S&P 500 Value 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.

Invests in stocks in the S&P 500 Value Index, composed of the value companies in the S&P 500.Focuses on closely tracking the index’s return, which is considered a gauge of overall U.S. value stock returns.Offers high potential for investment growth; share value rises and falls more sharply than that of funds holding bonds.More appropriate for long-term goals where your money’s growth is essential.With respect to 75% of its total assets, the fund may not: (1) purchase more than 10% of the outstanding voting securities of any one issuer or (2) purchase securities of any issuer if, as a result, more than 5% of the fund’s total assets would be invested in that issuer’s securities; except as may be necessary to approximate the composition of its target index.

This limitation does not apply to obligations of the U.S. government or its agencies or instrumentalities.

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 S&P 500 Value ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where VOOV HV is running hot, cold, or in line. Make the VOOV 30 day historical volatility — and every other window — work for your edge instead of against it.