Vanguard Morningstar Total Stock Market ETF (VTI) Historical Volatility

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

Seeks to track the performance of the CRSP US Total Market Index.Large-, mid-, and small-cap equity diversified across growth and value styles.Employs a passively managed, index-sampling strategy.The fund remains fully invested.Low expenses minimize net tracking error.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 Morningstar Total Stock Market ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where VTI HV is running hot, cold, or in line. Make the VTI 30 day historical volatility — and every other window — work for your edge instead of against it.