Vanguard Small-Cap Value ETF(VBR · ETF)
ETF quote, holdings, sector allocation, technicals, and options analytics.
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
- 52-Week Range
- $193.00 – $246.87
- YTD
- +12.90%
- IV Rank (30D)
- 11.52
- Straddle Price
- $9.82
- P/C Vol Ratio
- 2.06
Vanguard Small-Cap Value ETF (VBR) ETF
- Exchange
- ARCX
- Inception
- 2004-01-26
- Has Options
- Yes
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-26 | 2026-06-30 | $1.0904 | CD |
| 2026-03-27 | 2026-03-31 | $1.2437 | CD |
| 2025-12-22 | 2025-12-24 | $1.0562 | CD |
| 2025-09-29 | 2025-10-01 | $0.9279 | CD |
| 2025-06-30 | 2025-07-02 | $0.9108 | CD |
| 2025-03-27 | 2025-03-31 | $1.2422 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| JBL | Jabil Inc. | 0.87% | Equity (US) | — |
| NRG | NRG Energy Inc. | 0.66% | Equity (US) | — |
| TPR | Tapestry Inc. | 0.63% | Equity (US) | — |
| ATO | Atmos Energy Corp. | 0.61% | Equity (US) | — |
| WSM | Williams-Sonoma Inc. | 0.58% | Equity (US) | — |
| MRNA | Moderna Inc. | 0.53% | Equity (US) | — |
| SW | Smurfit Westrock plc | 0.52% | Equity (US) | — |
| FFIV | F5 Networks Inc. | 0.50% | Equity (US) | — |
| USFD | US Foods Holding Corp. | 0.48% | Equity (US) | — |
| JBHT | JB Hunt Transport Services Inc. | 0.46% | Equity (US) | — |
| EXE | Expand Energy Corp. | 0.46% | Equity (US) | — |
| CHRW | CH Robinson Worldwide Inc. | 0.45% | Equity (US) | — |
| OMC | Omnicom Group Inc. | 0.44% | Equity (US) | — |
| SNX | SYNNEX Corp. | 0.41% | Equity (US) | — |
| RS | Reliance Steel & Aluminum Co. | 0.41% | Equity (US) | — |
| EVRG | Evergy Inc. | 0.40% | Equity (US) | — |
| ESS | Essex Property Trust Inc. | 0.40% | Equity (US) | — |
| DD | DuPont de Nemours Inc. | 0.39% | Equity (US) | — |
| VTRS | Viatris Inc. | 0.39% | Equity (US) | — |
| EME | EMCOR Group Inc. | 0.39% | Equity (US) | — |
| CDW | CDW Corp./DE | 0.38% | Equity (US) | — |
| INVH | Invitation Homes Inc. | 0.38% | Equity (US) | — |
| EWBC | East West Bancorp Inc. | 0.38% | Equity (US) | — |
| AKAM | Akamai Technologies Inc. | 0.37% | Equity (US) | — |
| KIM | Kimco Realty Corp. | 0.36% | Equity (US) | — |
| Q | Qnity Electronics Inc. | 0.36% | Equity (US) | — |
| WCC | WESCO International Inc. | 0.36% | Equity (US) | — |
| IEX | IDEX Corp. | 0.36% | Equity (US) | — |
| PFGC | Performance Food Group Co. | 0.36% | Equity (US) | — |
| CF | CF Industries Holdings Inc. | 0.35% | Equity (US) | — |
| BALL | Ball Corp. | 0.35% | Equity (US) | — |
| BG | Bunge Global SA | 0.35% | Equity (US) | — |
| APG | API Group Corp. | 0.35% | Equity (US) | — |
| MAS | Masco Corp. | 0.35% | Equity (US) | — |
| NLY | Annaly Capital Management Inc. | 0.35% | Equity (US) | — |
| GPC | Genuine Parts Co. | 0.35% | Equity (US) | — |
| HST | Host Hotels & Resorts Inc. | 0.35% | Equity (US) | — |
| FDXF | Fedex Freight Holding Co. Inc. | 0.35% | Equity (US) | — |
| MAA | Mid-America Apartment Communities Inc. | 0.34% | Equity (US) | — |
| THC | Tenet Healthcare Corp. | 0.34% | Equity (US) | — |
| TXT | Textron Inc. | 0.34% | Equity (US) | — |
| WPC | WP Carey Inc. | 0.34% | Equity (US) | — |
| RRX | Regal Beloit Corp. | 0.34% | Equity (US) | — |
| CNC | Centene Corp. | 0.34% | Equity (US) | — |
| STLD | Steel Dynamics Inc. | 0.33% | Equity (US) | — |
| TOL | Toll Brothers Inc. | 0.33% | Equity (US) | — |
| FCNCA | First Citizens BancShares Inc./NC Class A | 0.33% | Equity (US) | — |
| BBY | Best Buy Co. Inc. | 0.32% | Equity (US) | — |
| MKSI | MKS Instruments Inc. | 0.32% | Equity (US) | — |
| DTM | DT Midstream Inc. | 0.32% | Equity (US) | — |
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | +1.73% | 6 |
| Feb | +1.10% | 6 |
| Mar | -1.43% | 6 |
| Apr | -0.14% | 6 |
| May | +1.23% | 6 |
| Jun | +0.28% | 6 |
| Jul | +3.47% | 6 |
| Aug | -0.11% | 5 |
| Sep | -2.79% | 5 |
| Oct | +2.28% | 5 |
| Nov | +3.97% | 5 |
| Dec | -0.53% | 5 |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.
Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.
- IV Rank (30D)
- 11.52
- IV Rank (7D)
- 11.52
- Avg IV
- 26.8%
- Straddle (30D)
- $9.82
- Straddle (7D)
- $9.82
- P/C Volume
- 2.06
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
- Beta (1Y vs SPY)
- 0.85
- Correlation (SPY)
- 71.9%
- R²
- 0.52
- Ann. Volatility
- 15.0%
- SPY Volatility
- 12.7%
Moderate volatility - stock generally follows market
Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|