Vanguard Short-Term Inflation-Protected Securities Index Fund (VTIP) Historical Volatility

Tracking VTIP historical volatility helps you see how much Vanguard Short-Term Inflation-Protected Securities Index Fund'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 Short-Term Inflation-Protected Securities Index Fund's HV tells you what really happened. Use our scanner to monitor VTIP 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 VTIP 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Vanguard Short-Term Inflation-Protected Securities Index Fund'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 an index that measures the performance of inflation-protected public obligations of the U.S. Treasury that have a remaining maturity of less than five years. Designed to generate returns more closely correlated with realized inflation over the near term, and to offer investors the potential for less volatility of returns relative to a longer-duration TIPS fund. Given its shorter duration, the fund can be expected to have less real interest rate risk, but also lower total returns relative to a longer-duration TIPS fund. Invests in bonds backed by the full faith and credit of the federal government and whose principal is adjusted semiannually based on inflation.

Can provide protection from inflationary surprises or ”unexpected inflation.”

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 Short-Term Inflation-Protected Securities Index Fund's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where VTIP HV is running hot, cold, or in line. Make the VTIP 30 day historical volatility — and every other window — work for your edge instead of against it.