Vanguard FTSE All-World Ex-US Small Capital Index Fund ETF

VSSAMEX · USD
152.11USD0.00 (-0.13%)

Vanguard FTSE All-World Ex-US Small Capital Index Fund ETF (VSS) Implied Volatility Current

VSS implied volatility is 18%. IV Rank is 12%, placing current premiums in the bottom of their 52-week range.

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

Attempts to track the performance of the FTSE Global Small Cap ex US Index. Provides a convenient way to get broad exposure across developed and emerging non-U.S. small-cap equity markets around the world. Passively managed, using index sampling.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where VSS implied volatility sits today versus where it has been. Our scanner ranks Vanguard FTSE All-World Ex-US Small Capital Index Fund ETF implied volatility against its historical range, surfaces extremes in VSS IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether Vanguard FTSE All-World Ex-US Small Capital Index Fund ETF IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
11.90%IV Rank
Low

IV is compressed vs the past year - options are relatively cheap, favoring buyers.

Implied Volatility (30d)17.61%

IV Rank11.90%

Historical Volatility (30d)12.46%

IV - HV+5.15%

As of October 16, 2026

Trade options with IV on your side

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

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