← Back to Stock / ETF implied volatility screenerAGG - iShares Core U.S. Aggregate Bond ETF
AGG - iShares Core U.S. Aggregate Bond ETF
Implied Volatility Analysis
Implied Volatility:
10.5%
10.5%
Put/Call-Ratio:
0.65
0.65
iShares Core U.S. Aggregate Bond ETF has an Implied Volatility (IV) of 10.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AGG is 76 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for AGG is 1.70 standard deviations away from its 1 year mean.
| Market Cap | $81.20B |
|---|---|
| Dividend Yield | 1.94% ($1.96) |
| Next Dividend Date | 7/1/2022 (4d) ! |
| Implied Volatility (IV) 30d | 10.46 |
| Implied Volatility Rank (IVR) 1y | 76.10 |
| Implied Volatility Percentile (IVP) 1y | 94.33 |
| Historical Volatility (HV) 30d | 9.40 |
| IV / HV | 1.11 |
| Open Interest | 9.50K |
| Option Volume | 299.00 |
| Put/Call Ratio (Volume) | 0.65 |
Data was calculated after the 6/24/2022 closing.
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