Vanguard Ultra-Short Treasury ETF (VGUS) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

Vanguard Ultra-Short Treasury ETF (VGUS) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $324.0M, listed on NASDAQ, carrying a beta of -0.01 to the broader market. The fund seeks to track the performance of a market-weighted Treasury index with an ultra-short-term dollar-weighted average maturity. public since 2025-02-12.

Volatility skew analysis compares implied volatility across strikes and expirations. No recent options activity for VGUS as of 2026-06-01; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how volatility skew is reported and how to read the data →