Vanguard Morningstar Small-Cap Value ETF VBR 237.78 0.04 0.02%
VBR Historical Options Analysis
Explore VBR (Vanguard Morningstar Small-Cap Value ETF) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
VBR / Comparative study
3 signals / 507 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.27
32.61
Mean
28.33
Window
-14.1%
ATM IV
z -0.75
0.17
Mean
0.19
Window
-16.1%
IV Percentile
z -0.60
28.02
Mean
45.87
Window
-60.4%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.84 | 0.80 |
| ATM IV | 0.84 | 1.00 | 0.88 |
| IV Percent... | 0.80 | 0.88 | 1.00 |
Source observations
Data inspector
1-50 of 507
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 237.78 | 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 |
| 2026-09-07 | 247.11 | 20.67 | 0.14 | 4.67 |
| 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 |
| 2026-08-25 | 248.25 | 26.42 | 0.15 | 9.34 |
| 2026-08-24 | 248.44 | 24.64 | 0.15 | 7.42 |
| 2026-08-21 | 249.18 | 25.59 | 0.15 | 8.56 |
| 2026-08-20 | 247.49 | 21.87 | 0.14 | 3.89 |
| 2026-08-19 | 250.14 | 32.92 | 0.17 | 21.79 |
| 2026-08-18 | 247.39 | 29.07 | 0.16 | 11.28 |
| 2026-08-17 | 249.76 | 27.43 | 0.15 | 9.38 |
| 2026-08-14 | 251.66 | 21.15 | 0.14 | 3.5 |
| 2026-08-13 | 251 | 22.33 | 0.14 | 3.89 |
| 2026-08-12 | 250.04 | 19.9 | 0.14 | 1.95 |
| 2026-08-11 | 249.63 | 32.07 | 0.16 | 15.95 |
| 2026-08-10 | 249.21 | 32.83 | 0.17 | 18.75 |
| 2026-08-07 | 249.9 | 28.91 | 0.16 | 9.34 |
| 2026-08-06 | 248.41 | 41.51 | 0.18 | 52.14 |
| 2026-08-05 | 249.86 | 34.53 | 0.17 | 23.35 |
| 2026-08-04 | 251.23 | 25.59 | 0.15 | 6.61 |
| 2026-08-03 | 247.73 | 19.25 | 0.14 | 1.17 |
| 2026-07-31 | 244.63 | 0 | 0.1 | 0 |
| 2026-07-30 | 245.11 | 20.03 | 0.17 | 20.23 |
| 2026-07-29 | 245.01 | 15.59 | 0.16 | 9.73 |
| 2026-07-28 | 248.1 | 24.48 | 0.18 | 35.02 |
| 2026-07-27 | 245.69 | 28.78 | 0.18 | 49.61 |
| 2026-07-24 | 244.24 | 16.16 | 0.16 | 10.12 |
| 2026-07-23 | 242.07 | 26.83 | 0.18 | 42.02 |
| 2026-07-22 | 243.82 | 0 | 0.13 | 0 |
| 2026-07-21 | 243.41 | 5.63 | 0.15 | 3.11 |
| 2026-07-20 | 242.17 | 14.92 | 0.16 | 9.38 |
| 2026-07-17 | 244.12 | 20.33 | 0.17 | 21.01 |
| 2026-07-16 | 245.73 | 7.91 | 0.15 | 4.67 |
| 2026-07-15 | 242.52 | 21.4 | 0.17 | 24.9 |
| 2026-07-14 | 241.92 | 16.78 | 0.17 | 12.45 |