VIOV · IV Rank History

Vanguard S&P Small-Cap 600 Value ETF · ETF

IV rank shows where VIOV's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

VIOV's 30-day at-the-money implied volatility was 46.5% as of Jun 24, 2025. Its 52-week IV rank is 100 and its IV percentile is 99%: IV was lower on 99% of the past year's sessions. Over those 52 weeks it ranged from 15.7% (Jan 17, 2025) to 46.5% (Apr 8, 2025). On the 90-session window our screeners use, the IV rank is 100.

VIOV IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

VIOV IV rank and implied volatility as of 2025-06-24

52-Week IV Rank
100
0 = year low, 100 = year high
IV Percentile
99%
of past-year sessions had lower IV
90-Session IV Rank
100
used by our screeners
30-Day ATM IV
46.5%
1-year average 22.9%
52-Week IV High
46.5%
2025-04-08
52-Week IV Low
15.7%
2025-01-17
History Since
2023-05-02
508 sessions

How these are measured. Implied volatility here is VIOV's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means VIOV options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

VIOV implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Jun 2025 (to date) 36.0% 46.5% 23.9% 65
May 2025 26.7% 30.3% 22.2% 36
Apr 2025 33.2% 46.5% 23.8% 66
Mar 2025 23.5% 28.5% 20.5% 65
Feb 2025 19.0% 23.6% 16.8% 34
Jan 2025 18.2% 20.1% 15.7% 21
Dec 2024 19.4% 23.4% 17.0% 19
Nov 2024 19.8% 24.1% 17.5% 19
Oct 2024 22.9% 25.3% 21.8% 41
Sep 2024 21.0% 24.2% 18.9% 35
Aug 2024 23.2% 33.5% 18.2% 50
Jul 2024 19.5% 24.2% 16.0% 54
Jun 2024 17.3% 18.9% 16.0% 32
May 2024 16.4% 18.6% 14.2% 20
Apr 2024 19.7% 23.8% 16.5% 61
Mar 2024 16.9% 18.6% 14.9% 43
Feb 2024 18.5% 20.8% 16.5% 62
Jan 2024 17.3% 19.6% 15.6% 49
Dec 2023 15.8% 17.7% 13.9% 31
Nov 2023 16.8% 19.6% 14.9% 44
Oct 2023 19.3% 21.3% 17.5% 87
Sep 2023 15.2% 18.1% 13.4% 28
Aug 2023 15.6% 17.3% 14.0% 32
Jul 2023 14.8% 16.1% 13.9% 22
Jun 2023 15.4% 18.2% 13.2% 12
May 2023 18.3% 20.7% 15.9% 42

VIOV IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2025-06-24 100 46.5% —
2025-06-23 91 43.9% —
2025-06-20 77 39.6% —
2025-06-18 72 38.2% —
2025-06-16 73 38.5% —
2025-06-13 61 35.0% —
2025-06-12 70 37.6% —
2025-06-11 70 37.5% —
2025-06-10 70 37.7% —
2025-06-09 66 36.3% —
2025-06-06 56 33.4% —
2025-06-05 47 30.6% —
2025-06-04 48 30.5% —
2025-06-03 49 30.8% —
2025-06-02 27 23.9% —
2025-05-30 36 26.8% —
2025-05-29 40 28.1% —
2025-05-28 35 26.5% —
2025-05-27 42 28.7% —
2025-05-23 35 26.4% —
2025-05-22 31 25.3% —
2025-05-21 30 25.0% —
2025-05-20 28 24.4% —
2025-05-19 32 25.5% —
2025-05-16 32 25.6% —
2025-05-15 31 25.2% —
2025-05-14 21 22.2% 92.5%
2025-05-13 36 26.7% 65.9%
2025-05-12 33 25.8% 58.4%
2025-05-09 39 27.8% 36.2%

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.