Vanguard Tax-Exempt Bond ETF (VTEB) Historical Volatility

Tracking VTEB historical volatility helps you see how much Vanguard Tax-Exempt Bond 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 Tax-Exempt Bond ETF's HV tells you what really happened. Use our scanner to monitor VTEB 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 VTEB 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Vanguard Tax-Exempt Bond 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.

The investment objective of this index fund is to seek to track the performance of a benchmark index that measures the investment-grade segment of the U.S. municipal bond market. The fund employs an indexing investment approach designed to track the Standard & Poor’s National AMT-Free Municipal Bond Index using a sampling technique to closely match key benchmark characteristics. All of the fund’s investments will be selected through the sampling process, and at least 80% of the fund’s assets will be invested in securities held in the index. Under normal circumstances, at least 80% of the fund’s assets will be invested in securities whose income will be exempt from federal income taxes and the federal alternative minimum tax.

Risks of the fund include the fact that changes in interest rates can affect the fund by resulting in lower bond prices (when interest rates go up) or an eventual decrease in income for the fund (when rates decline). Investors who are looking for a fund that may provide federal tax-exempt income and can tolerate moderate price and income fluctuations may wish to consider this fund.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 Tax-Exempt Bond ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where VTEB HV is running hot, cold, or in line. Make the VTEB 30 day historical volatility — and every other window — work for your edge instead of against it.