Vanguard Short-Term Treasury ETF VGSH 57.63 0.03 0.05%
VGSH Historical Options Analysis
Explore VGSH (Vanguard Short-Term Treasury 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
VGSH / Comparative study
3 signals / 500 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.85
34.75
Mean
13.63
Window
+1119.3%
ATM IV
z 1.45
0.21
Mean
0.07
Window
+618.4%
IV Percentile
z 1.16
86.8
Mean
50.04
Window
+228.8%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.90 | 0.63 |
| ATM IV | 0.90 | 1.00 | 0.65 |
| IV Percent... | 0.63 | 0.65 | 1.00 |
Source observations
Data inspector
1-50 of 500
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 57.63 | 34.75 | 0.21 | 86.8 |
| 2026-09-18 | 57.6 | 32.53 | 0.2 | 85.66 |
| 2026-09-17 | 57.67 | 32.91 | 0.2 | 86.06 |
| 2026-09-16 | 57.62 | 31.26 | 0.19 | 86.06 |
| 2026-09-15 | 57.66 | 88.05 | 0.53 | 99.6 |
| 2026-09-14 | 57.67 | 76.48 | 0.46 | 99.6 |
| 2026-09-11 | 57.69 | 31.09 | 0.19 | 86.45 |
| 2026-09-10 | 57.73 | 1.81 | 0.02 | 13.94 |
| 2026-09-09 | 57.87 | 1.78 | 0.02 | 12.35 |
| 2026-09-08 | 57.9 | 1.55 | 0.02 | 9.16 |
| 2026-09-07 | 57.92 | 1.49 | 0.02 | 7.6 |
| 2026-09-04 | 57.92 | 0.65 | 0.01 | 1.99 |
| 2026-09-03 | 57.92 | 0.17 | 0.01 | 1.2 |
| 2026-09-02 | 57.88 | 0 | 0.00951 | 0 |
| 2026-09-01 | 57.84 | 3.13 | 0.03 | 41.2 |
| 2026-08-31 | 58.06 | 1.65 | 0.02 | 11.65 |
| 2026-08-28 | 58.05 | 1.53 | 0.02 | 8.4 |
| 2026-08-27 | 58.15 | 11.87 | 0.08 | 78 |
| 2026-08-26 | 58.16 | 6.4 | 0.05 | 74 |
| 2026-08-25 | 58.2 | 6.62 | 0.05 | 74.4 |
| 2026-08-24 | 58.13 | 29.97 | 0.19 | 85.94 |
| 2026-08-21 | 58.13 | 29.25 | 0.18 | 85.2 |
| 2026-08-20 | 58.14 | 2.21 | 0.02 | 24.4 |
| 2026-08-19 | 58.16 | 1.93 | 0.02 | 15.6 |
| 2026-08-18 | 58.15 | 2.74 | 0.03 | 31.6 |
| 2026-08-17 | 58.14 | 2.85 | 0.03 | 32.53 |
| 2026-08-14 | 58.14 | 2.58 | 0.03 | 29.6 |
| 2026-08-13 | 58.14 | 24.21 | 0.15 | 83.2 |
| 2026-08-12 | 58.08 | 2.52 | 0.03 | 28.8 |
| 2026-08-11 | 58.05 | 2.99 | 0.03 | 34 |
| 2026-08-10 | 58.02 | 2.69 | 0.03 | 30.52 |
| 2026-08-07 | 58.07 | 3 | 0.03 | 34 |
| 2026-08-06 | 57.98 | 3.29 | 0.03 | 40 |
| 2026-08-05 | 58.04 | 3.35 | 0.03 | 40.4 |
| 2026-08-04 | 58.03 | 5.59 | 0.04 | 70.4 |
| 2026-08-03 | 57.96 | 1.74 | 0.02 | 11.65 |
| 2026-07-31 | 58.1 | 3.04 | 0.03 | 37.2 |
| 2026-07-30 | 58.13 | 2.04 | 0.02 | 18.8 |
| 2026-07-29 | 58.12 | 18.9 | 0.12 | 80.8 |
| 2026-07-28 | 58.08 | 3.44 | 0.03 | 40.8 |
| 2026-07-27 | 58.02 | 2.61 | 0.03 | 30.52 |
| 2026-07-24 | 58.02 | 3.01 | 0.03 | 34.4 |
| 2026-07-23 | 57.98 | 2.38 | 0.02 | 28.4 |
| 2026-07-22 | 58.01 | 2.08 | 0.02 | 20 |
| 2026-07-21 | 58.05 | 1.1 | 0.02 | 5.6 |
| 2026-07-20 | 58.09 | 2.06 | 0.02 | 19.28 |
| 2026-07-17 | 58.13 | 2.2 | 0.02 | 22 |
| 2026-07-16 | 58.13 | 100 | 0.6 | 100 |
| 2026-07-15 | 58.12 | 100 | 0.44 | 100 |
| 2026-07-14 | 58.07 | 8.86 | 0.05 | 73.2 |