Vanguard Short-Term Inflation-Protected Securities Index VTIP 49.36 0.05 0.1%
VTIP Historical Options Analysis
Explore VTIP (Vanguard Short-Term Inflation-Protected Securities Index) 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
VTIP / Comparative study
3 signals / 501 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.16
23.82
Mean
20.53
Window
-57.4%
ATM IV
z 0.56
0.11
Mean
0.07
Window
+38.3%
IV Percentile
z 0.47
70.92
Mean
55.47
Window
-26.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.87 | 0.79 |
| ATM IV | 0.87 | 1.00 | 0.74 |
| IV Percent... | 0.79 | 0.74 | 1.00 |
Source observations
Data inspector
1-50 of 501
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 49.36 | 23.82 | 0.11 | 70.92 |
| 2026-09-18 | 49.31 | 82.02 | 0.31 | 99.21 |
| 2026-09-17 | 49.4 | 82.76 | 0.32 | 99.6 |
| 2026-09-16 | 49.35 | 24.5 | 0.11 | 72.62 |
| 2026-09-15 | 49.48 | 21.48 | 0.1 | 69.05 |
| 2026-09-14 | 49.47 | 21.97 | 0.1 | 69.72 |
| 2026-09-11 | 49.5 | 20.45 | 0.09 | 68.25 |
| 2026-09-10 | 49.64 | 5.45 | 0.04 | 30.16 |
| 2026-09-09 | 49.73 | 4 | 0.04 | 19.44 |
| 2026-09-08 | 49.75 | 3.5 | 0.03 | 12.7 |
| 2026-09-07 | 49.73 | 3.01 | 0.03 | 9.16 |
| 2026-09-04 | 49.73 | 3.06 | 0.03 | 9.52 |
| 2026-09-03 | 49.73 | 3.17 | 0.03 | 10.32 |
| 2026-09-02 | 49.68 | 3.65 | 0.03 | 13.1 |
| 2026-09-01 | 49.69 | 10.83 | 0.06 | 49 |
| 2026-08-31 | 49.67 | 9.31 | 0.06 | 40.4 |
| 2026-08-28 | 49.65 | 14.57 | 0.07 | 57.77 |
| 2026-08-27 | 49.79 | 4.8 | 0.04 | 23.9 |
| 2026-08-26 | 49.81 | 4.18 | 0.04 | 19.12 |
| 2026-08-25 | 49.83 | 3.52 | 0.03 | 11.55 |
| 2026-08-24 | 49.78 | 4.33 | 0.04 | 19.2 |
| 2026-08-21 | 49.79 | 3.64 | 0.03 | 12.35 |
| 2026-08-20 | 49.85 | 2.65 | 0.03 | 6.77 |
| 2026-08-19 | 49.78 | 3.31 | 0.03 | 9.96 |
| 2026-08-18 | 49.76 | 3.73 | 0.04 | 11.95 |
| 2026-08-17 | 49.7 | 4.48 | 0.04 | 17.6 |
| 2026-08-14 | 49.7 | 3.97 | 0.04 | 15.14 |
| 2026-08-13 | 49.71 | 3.61 | 0.03 | 11.16 |
| 2026-08-12 | 49.66 | 4.29 | 0.04 | 16.33 |
| 2026-08-11 | 49.67 | 4.09 | 0.04 | 15.94 |
| 2026-08-10 | 49.68 | 3.98 | 0.04 | 14.8 |
| 2026-08-07 | 49.67 | 3.55 | 0.03 | 10.76 |
| 2026-08-06 | 49.63 | 5.28 | 0.04 | 23.51 |
| 2026-08-05 | 49.65 | 4.88 | 0.04 | 20.32 |
| 2026-08-04 | 49.65 | 4.77 | 0.04 | 19.52 |
| 2026-08-03 | 49.63 | 67.21 | 0.26 | 99.2 |
| 2026-07-31 | 49.66 | 63.34 | 0.25 | 98.41 |
| 2026-07-30 | 49.66 | 58.54 | 0.23 | 95.62 |
| 2026-07-29 | 49.68 | 59.25 | 0.23 | 96.81 |
| 2026-07-28 | 49.57 | 59.2 | 0.23 | 96.81 |
| 2026-07-27 | 49.52 | 58.84 | 0.23 | 96.8 |
| 2026-07-24 | 49.59 | 54.47 | 0.22 | 96.41 |
| 2026-07-23 | 49.57 | 53.46 | 0.21 | 95.62 |
| 2026-07-22 | 49.62 | 52.11 | 0.21 | 94.82 |
| 2026-07-21 | 49.63 | 51.04 | 0.2 | 94.42 |
| 2026-07-20 | 49.66 | 49.57 | 0.2 | 93.6 |
| 2026-07-17 | 49.7 | 46.62 | 0.19 | 92.43 |
| 2026-07-16 | 49.63 | 47.12 | 0.19 | 92.83 |
| 2026-07-15 | 49.63 | 46.26 | 0.19 | 92.43 |
| 2026-07-14 | 49.61 | 46.36 | 0.19 | 92.83 |