ETFs · ETFs - Sector
VNQ Implied Volatility, IV Rank & Options Chain
Vanguard Real Estate ETF (VNQ) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Vanguard Real Estate ETF (VNQ).
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VNQ options trade with implied volatility typically in the 14% - 35% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
VNQ implied volatility
As of 2026-10-26As of 2026-10-26, VNQ's 30-day implied volatility is 15.3%, placing its 1-year IV percentile at 74.0 — above 74.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
VNQ live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live VNQ chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
VNQ options at a glance
- Daily volume
- N/A
- IV range
- 14% - 35%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Vanguard Real Estate ETF (VNQ)
The Vanguard Real Estate ETF provides broad exposure to U.S. REITs and real estate companies, popular with dividend-focused investors for its yield and diversification.
Company profile
- Sector
- ETFs
- Industry
- Sector ETFs
- Market cap
- $30B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Vanguard Real Estate ETF operates in the ETFs sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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VNQ options market overview
VNQ options provide good liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Good
VNQ options are available for trading across multiple expirations.
VNQ implied volatility and IV rank
VNQ implied volatility reflects the aggregate volatility of its underlying holdings. As an ETF, IV tends to be lower than individual components due to diversification.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short VNQ options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
VNQ IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for VNQ, on today's chain.
Open VNQ in IV IntelligenceVNQ gamma exposure (GEX)
Gamma Exposure analysis for VNQ reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. VNQ tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on VNQ right now, strike by strike.
See live VNQ GEXCommon VNQ options strategies
These are strategies commonly used by traders on VNQ options, based on typical market characteristics. This is not investment advice.
Key considerations for VNQ options
- VNQ options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
VNQ key events
Earnings months. January, April, July, October
VNQ options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns VNQ's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/VNQ"What is VNQ's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on VNQ in the console, more prompts for VNQ, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about VNQ options.
What is VNQ's typical implied volatility?
VNQ implied volatility typically ranges from 14% - 35%.
Does VNQ have weekly options?
VNQ offers weekly options.
What is VNQ's options trading profile?
VNQ (Vanguard Real Estate ETF) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 14% - 35% range. The position sits in the ETFs category for portfolio diversification and options strategy design.
How does VNQ implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on VNQ?
Popular strategies on VNQ options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 14% - 35% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is VNQ's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence VNQ's intraday price action. VNQ tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live VNQ GEX levels and the gamma-flip point on ApexVol.
What is VNQ's IV rank?
VNQ's IV rank shows where VNQ's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. VNQ implied volatility typically ranges from 14% - 35%. Check VNQ's live IV rank and percentile on ApexVol's IV analytics.
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