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Vanguard Russell 1000 Value ETF VONV 111.59 0.76 0.68%

VONV Historical Options Analysis

Explore VONV (Vanguard Russell 1000 Value 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

VONV / Comparative study

3 signals / 500 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.57
2.61
Mean
9.8
Window
-6.8%
ATM IV z -0.70
0.1
Mean
0.31
Window
-30.6%
IV Percentile z -1.10
12.45
Mean
44.96
Window
+94.5%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.87 0.70
ATM IV 0.87 1.00 0.72
IV Percent... 0.70 0.72 1.00
Source observations

Data inspector

1-50 of 500
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-09-21 111.59 2.61 0.1 12.45
2026-09-18 110.83 2.81 0.1 14.4
2026-09-17 111.28 5.04 0.15 40.8
2026-09-16 110.57 5.63 0.17 45.2
2026-09-15 111.55 4.79 0.15 37.6
2026-09-14 112.02 4.72 0.15 34.94
2026-09-11 112.09 4.35 0.14 29.2
2026-09-10 111.12 5.14 0.15 40.8
2026-09-09 111.4 4.79 0.15 36.8
2026-09-08 112.08 4.75 0.15 35.2
2026-09-07 113.53 4.16 0.13 27.31
2026-09-04 113.01 4.75 0.15 34.4
2026-09-03 113.73 3.92 0.13 24.8
2026-09-02 112.74 3.59 0.12 19.6
2026-09-01 112.2 4.22 0.13 26.51
2026-08-31 112.69 4.32 0.14 27.42
2026-08-28 113.28 3.43 0.12 19.68
2026-08-27 112.99 4.08 0.13 26.91
2026-08-26 113.37 3.83 0.13 24.1
2026-08-25 113.27 4.72 0.15 33.33
2026-08-24 113.29 18.83 0.46 87.1
2026-08-21 112.82 17.17 0.42 85.14
2026-08-20 112.34 16.29 0.4 84.74
2026-08-19 113.52 17.33 0.42 85.54
2026-08-18 112.59 16 0.4 85.14
2026-08-17 112.55 15.68 0.39 83.87
2026-08-14 113.42 15.84 0.39 84.34
2026-08-13 113.42 15.6 0.39 84.34
2026-08-12 113.05 6.66 0.19 52.61
2026-08-11 113.11 6.1 0.18 48.59
2026-08-10 113.29 5.81 0.17 45.56
2026-08-07 112.97 5.37 0.16 42.97
2026-08-06 112.31 7.11 0.2 55.42
2026-08-05 112.37 19.55 0.47 89.16
2026-08-04 112.53 -- -- --
2026-08-03 111.48 3.11 0.11 20.08
2026-07-31 110.42 7.2 0.2 57.2
2026-07-30 110 7.23 0.2 57.6
2026-07-29 109.38 14.16 0.35 80
2026-07-28 110.5 2.7 0.1 18.4
2026-07-27 109.5 11.25 0.29 71.89
2026-07-24 108.85 6.8 0.19 56.4
2026-07-23 107.96 10.31 0.27 69.6
2026-07-22 108.52 12.14 0.31 74.4
2026-07-21 108.49 6.44 0.18 54.8
2026-07-20 108.29 12.66 0.32 76.31
2026-07-17 108.77 1.52 0.1 17.6
2026-07-16 109.38 4.35 0.2 60.4
2026-07-15 108.52 6.15 0.27 69.6
2026-07-14 108.01 6.08 0.27 69.2