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Vanguard Real Estate ETF VNQ 93.87 0.96 1.03%

VNQ Historical Options Analysis

Explore VNQ (Vanguard Real Estate ETF) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

VNQ / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.58
33.77
Mean
24.13
Window
+596.3%
ATM IV z -0.54
0.15
Mean
0.17
Window
+9.2%
IV Percentile z -0.38
34.26
Mean
45.35
Window
+970.6%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.69 0.70
ATM IV 0.69 1.00 0.81
IV Percent... 0.70 0.81 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 93.87 33.77 0.15 34.26
2026-09-18 92.91 27 0.14 18.25
2026-09-17 93.81 30.29 0.15 24.21
2026-09-16 93.48 29.21 0.15 21.43
2026-09-15 94.1 43.03 0.17 66.27
2026-09-14 94.33 29.09 0.15 21.12
2026-09-11 94.8 35.19 0.16 39.29
2026-09-10 94.12 21.44 0.14 10.32
2026-09-09 94.94 21.2 0.14 9.52
2026-09-08 95.93 22.79 0.14 11.11
2026-09-07 96.02 21.87 0.14 9.96
2026-09-04 96.02 19.2 0.13 7.14
2026-09-03 96.66 16.28 0.13 3.97
2026-09-02 95.78 26.97 0.14 15.48
2026-09-01 96.3 28.95 0.15 17.53
2026-08-31 96.44 20.34 0.14 7.6
2026-08-28 97.24 17.77 0.13 5.58
2026-08-27 97.65 11.82 0.12 1.2
2026-08-26 98.61 22.28 0.14 8.37
2026-08-25 99.25 22.82 0.14 8.37
2026-08-24 99.1 21.11 0.14 7.2
2026-08-21 98.5 17.97 0.13 5.18
2026-08-20 98.6 29.88 0.15 15.94
2026-08-19 98.61 13.75 0.13 2.39
2026-08-18 97.62 8.96 0.12 0.8
2026-08-17 97.98 16.38 0.13 2.8
2026-08-14 98.83 18.37 0.13 3.98
2026-08-13 98.58 24.96 0.14 8.76
2026-08-12 97.31 23.88 0.14 6.77
2026-08-11 96.38 28.56 0.15 11.55
2026-08-10 97.11 32.82 0.15 23.2
2026-08-07 98.43 33.14 0.15 24.3
2026-08-06 98.04 42.09 0.16 62.95
2026-08-05 98.92 37.13 0.16 39.04
2026-08-04 98.92 40.04 0.16 53.78
2026-08-03 99.07 41.39 0.16 59.6
2026-07-31 98.95 23.28 0.14 6.37
2026-07-30 99.49 42.54 0.17 63.75
2026-07-29 100.66 50.85 0.18 82.47
2026-07-28 100.95 49.52 0.17 79.68
2026-07-27 100.54 50.68 0.18 81.6
2026-07-24 100.81 38.46 0.16 45.82
2026-07-23 98.69 32.11 0.15 20.32
2026-07-22 99.02 22.88 0.14 5.98
2026-07-21 99.52 33.23 0.15 25.1
2026-07-20 99.48 32.81 0.15 22.4
2026-07-17 100.02 41.46 0.16 61.35
2026-07-16 100.07 29.86 0.15 11.95
2026-07-15 97.86 31.55 0.15 17.13
2026-07-14 97.57 41.4 0.16 60.56