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AGG - iShares Core U.S. Aggregate Bond ETF
Implied Volatility Analysis

Implied Volatility:
10.5%
Put/Call-Ratio:
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 Yield1.94% ($1.96)
Next Dividend Date7/1/2022 (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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