Vanguard Short-Term Inflation-Protected Securities Index Fund

VTIPNASDAQ · USD
49.40USD0.00 (+0.11%)

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

VTIP implied volatility is 17%. IV Rank is 84%, placing current premiums in the top of their 52-week range.

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

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.”

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

Implied Volatility

IV Rank
84.13%IV Rank
High

IV is near its yearly peak - premiums are expensive, favoring sellers.

Implied Volatility (30d)16.78%

IV Rank84.13%

Historical Volatility (30d)1.79%

IV - HV+14.99%

As of September 16, 2026

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

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