Vanguard Morningstar Small-Cap Value ETF VBR 241.94 -7.32 -2.94%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
VBR / Comparative study
3 signals / 495 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 1.63
50.72
Mean
27.2
Window
-4.2%
ATM IV
z 0.44
0.2
Mean
0.19
Window
-9.0%
IV Percentile
z 1.18
77.64
Mean
43.22
Window
-10.2%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.81 | 0.78 |
| ATM IV | 0.81 | 1.00 | 0.88 |
| IV Percent... | 0.78 | 0.88 | 1.00 |
Source observations
Data inspector
1-50 of 495
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-05 | 241.94 | 50.72 | 0.2 | 77.64 |
| 2026-11-04 | 249.26 | 25.46 | 0.15 | 13.33 |
| 2026-11-03 | 245 | 33.88 | 0.17 | 39.22 |
| 2026-11-02 | 246.05 | 33.43 | 0.17 | 38.19 |
| 2026-10-30 | 243.44 | 29.9 | 0.16 | 23.05 |
| 2026-10-29 | 244.86 | 15.45 | 0.13 | 0.39 |
| 2026-10-28 | 240.87 | 27.87 | 0.16 | 17.58 |
| 2026-10-27 | 241.65 | 27.68 | 0.16 | 17.19 |
| 2026-10-26 | 241.04 | 37.27 | 0.18 | 47.45 |
| 2026-10-23 | 240.33 | 26.69 | 0.15 | 14.84 |
| 2026-10-22 | 241.54 | 23.04 | 0.15 | 8.59 |
| 2026-10-21 | 239.31 | 28.59 | 0.16 | 17.97 |
| 2026-10-20 | 238.81 | 21.84 | 0.14 | 6.64 |
| 2026-10-19 | 235.53 | 38.42 | 0.18 | 49.61 |
| 2026-10-15 | 237.24 | 28.57 | 0.16 | 16.99 |
| 2026-10-14 | 233.63 | 37.45 | 0.18 | 45.17 |
| 2026-10-13 | 235.62 | 31.73 | 0.16 | 25.1 |
| 2026-10-12 | 234.71 | 41.23 | 0.18 | 53.49 |
| 2026-10-09 | 234.43 | 35.98 | 0.17 | 40.54 |
| 2026-10-08 | 233.91 | 30.31 | 0.16 | 19.69 |
| 2026-10-07 | 232.17 | 35.71 | 0.17 | 37.84 |
| 2026-10-06 | 235.28 | 35.59 | 0.17 | 37.45 |
| 2026-10-05 | 234.88 | 37.82 | 0.18 | 46.12 |
| 2026-10-02 | 233.98 | 31.54 | 0.16 | 23.94 |
| 2026-10-01 | 232.48 | 49 | 0.2 | 71.43 |
| 2026-09-30 | 231.03 | 27.05 | 0.15 | 14.29 |
| 2026-09-29 | 232.93 | 30.95 | 0.16 | 21.24 |
| 2026-09-28 | 233.81 | 34.66 | 0.17 | 36.43 |
| 2026-09-25 | 236.51 | 35.32 | 0.17 | 37.07 |
| 2026-09-24 | 235.44 | 31.73 | 0.16 | 24.03 |
| 2026-09-23 | 236.83 | 17.27 | 0.13 | 0.39 |
| 2026-09-22 | 238.74 | 24.32 | 0.15 | 8.91 |
| 2026-09-21 | 238.38 | 32.61 | 0.17 | 28.02 |
| 2026-09-18 | 237.74 | 26.31 | 0.15 | 12.79 |
| 2026-09-17 | 239.58 | 21.16 | 0.14 | 5.43 |
| 2026-09-16 | 238.83 | 33.5 | 0.17 | 31.01 |
| 2026-09-15 | 240.85 | 34.26 | 0.17 | 32.95 |
| 2026-09-14 | 241.66 | 32.5 | 0.17 | 26.46 |
| 2026-09-11 | 242.1 | 28.4 | 0.16 | 15.12 |
| 2026-09-10 | 240.25 | 25.75 | 0.15 | 12.02 |
| 2026-09-09 | 241.89 | 28.41 | 0.16 | 14.73 |
| 2026-09-08 | 244.64 | 25.17 | 0.15 | 10.85 |
| 2026-09-04 | 247.11 | 18.16 | 0.14 | 0.78 |
| 2026-09-03 | 246.92 | 21.32 | 0.14 | 4.65 |
| 2026-09-02 | 245.51 | 19.67 | 0.14 | 1.94 |
| 2026-09-01 | 243.64 | 31.53 | 0.16 | 18.29 |
| 2026-08-31 | 245.29 | 31.96 | 0.16 | 20.31 |
| 2026-08-28 | 246.81 | 31.59 | 0.16 | 18.68 |
| 2026-08-27 | 248.36 | 24.54 | 0.15 | 7.78 |
| 2026-08-26 | 249.08 | 19.28 | 0.14 | 1.56 |