Vanguard Russell 2000 ETF VTWO 115.82 0.66 0.57%
VTWO Historical Options Analysis
Explore VTWO (Vanguard Russell 2000 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
VTWO / Comparative study
3 signals / 501 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -1.15
11.29
Mean
30.91
Window
-68.1%
ATM IV
z -1.50
0.17
Mean
0.23
Window
-22.4%
IV Percentile
z -1.45
5.18
Mean
47.74
Window
-91.4%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.87 | 0.84 |
| ATM IV | 0.87 | 1.00 | 0.89 |
| IV Percent... | 0.84 | 0.89 | 1.00 |
Source observations
Data inspector
1-50 of 501
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 115.82 | 11.29 | 0.17 | 5.18 |
| 2026-09-18 | 115.16 | 14.8 | 0.18 | 13.1 |
| 2026-09-17 | 115.65 | 13.4 | 0.18 | 7.94 |
| 2026-09-16 | 115.07 | 22.74 | 0.2 | 30.16 |
| 2026-09-15 | 115.57 | 17.32 | 0.19 | 17.46 |
| 2026-09-14 | 116.37 | 14.52 | 0.18 | 11.16 |
| 2026-09-11 | 116.76 | 14.36 | 0.18 | 10.32 |
| 2026-09-10 | 116.34 | 17.28 | 0.19 | 16.27 |
| 2026-09-09 | 117.51 | 14.49 | 0.18 | 10.32 |
| 2026-09-08 | 119.14 | 13.88 | 0.18 | 8.73 |
| 2026-09-07 | 119.53 | 12.68 | 0.17 | 7.17 |
| 2026-09-04 | 119.62 | 11.27 | 0.17 | 4.76 |
| 2026-09-03 | 119.32 | 11.75 | 0.17 | 5.16 |
| 2026-09-02 | 118.87 | 12.86 | 0.17 | 6.35 |
| 2026-09-01 | 117.48 | 15.94 | 0.18 | 11.16 |
| 2026-08-31 | 118.84 | 6.99 | 0.16 | 2 |
| 2026-08-28 | 119.58 | 11.08 | 0.17 | 3.98 |
| 2026-08-27 | 121.21 | 9.4 | 0.16 | 3.59 |
| 2026-08-26 | 120.84 | 12.09 | 0.17 | 4.38 |
| 2026-08-25 | 120.94 | 15.37 | 0.18 | 8.76 |
| 2026-08-24 | 120.47 | 17.38 | 0.19 | 11.6 |
| 2026-08-21 | 121.25 | 14.8 | 0.18 | 7.57 |
| 2026-08-20 | 120.36 | 21.79 | 0.2 | 19.92 |
| 2026-08-19 | 122 | 3.87 | 0.15 | 1.59 |
| 2026-08-18 | 121.37 | 8.68 | 0.16 | 2.39 |
| 2026-08-17 | 122.94 | 11.96 | 0.17 | 3.2 |
| 2026-08-14 | 123.31 | 14.93 | 0.18 | 6.37 |
| 2026-08-13 | 122.69 | 12.1 | 0.17 | 3.19 |
| 2026-08-12 | 122.36 | 7.52 | 0.16 | 1.59 |
| 2026-08-11 | 121.67 | 11.31 | 0.17 | 2.39 |
| 2026-08-10 | 121.24 | 19.18 | 0.19 | 12.4 |
| 2026-08-07 | 121.85 | 13.8 | 0.18 | 2.79 |
| 2026-08-06 | 120.53 | 15.13 | 0.18 | 4.78 |
| 2026-08-05 | 121.16 | 32.11 | 0.23 | 61.75 |
| 2026-08-04 | 121.96 | 22.16 | 0.2 | 16.33 |
| 2026-08-03 | 119.72 | 21.74 | 0.2 | 15.2 |
| 2026-07-31 | 117.73 | 25.68 | 0.21 | 29.48 |
| 2026-07-30 | 118.23 | 26.34 | 0.21 | 31.87 |
| 2026-07-29 | 116.64 | 30.75 | 0.23 | 57.37 |
| 2026-07-28 | 118.57 | 29.09 | 0.22 | 47.41 |
| 2026-07-27 | 118.42 | 30.56 | 0.23 | 56.8 |
| 2026-07-24 | 117.71 | 23.14 | 0.2 | 20.32 |
| 2026-07-23 | 118.09 | 34.19 | 0.24 | 64.54 |
| 2026-07-22 | 118.73 | 22.8 | 0.2 | 19.12 |
| 2026-07-21 | 119.83 | 22.53 | 0.2 | 16.73 |
| 2026-07-20 | 118.17 | 27.87 | 0.22 | 38.8 |
| 2026-07-17 | 118.89 | 18.53 | 0.19 | 9.96 |
| 2026-07-16 | 119.52 | 25.19 | 0.21 | 25.5 |
| 2026-07-15 | 119.58 | 27.14 | 0.22 | 34.66 |
| 2026-07-14 | 119.06 | 28.73 | 0.22 | 42.23 |