VB
Vanguard Morningstar Small-Cap Open287.00−1.17 −0.40%USD
NYSEArca · as of Oct 13, 11:21 ET
Open
288.32
Prev close
288.16
Day range
286.64289.30
52-week range
241.17309.51
Volume
306.78K0.64×
P/E ttm
19.27
EPS ttm
14.89
Div yield
1.28%
From 52w high
−7.27%
VB market-implied price distribution
VB Price at Expiry
10 OTM quotes · ATM IV 17.3%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
54%
spot 287.00
Expected price
287.35
forward 288.22
68% range
272–303
−5.3% / +5.6%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 249.85 | −12.9% |
| 16% | 271.90 | −5.3% |
| 25% | 278.28 | −3.0% |
| 50% (median) | 288.49 | +0.5% |
| 75% | 297.98 | +3.8% |
| 84% | 303.14 | +5.6% |
| 95% | 318.73 | +11.1% |
Move Odds
| Up 5% or more (301.34) | 19% |
|---|---|
| Up 10% or more (315.69) | 6.7% |
| Down 5% or more (272.65) | 17% |
| Down 10% or more (258.30) | 8.2% |
Options price a 10%+ drop at 8.2%, 3.1× the 2.7% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.