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BAB - Invesco Taxable Municipal Bond ETF
Implied Volatility Analysis

Implied Volatility:
63.0%

Invesco Taxable Municipal Bond ETF has an Implied Volatility (IV) of 63.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BAB is 21 and the Implied Volatility Percentile (IVP) is 34. The current Implied Volatility Index for BAB is -0.40 standard deviations away from its 1 year mean.

Market Cap$1.68B
Dividend Yield3.26% ($0.85)
Next Dividend Date10/24/2022 (30d)
Implied Volatility (IV) 30d
62.98
Implied Volatility Rank (IVR) 1y
21.41
Implied Volatility Percentile (IVP) 1y
34.10
Historical Volatility (HV) 30d
10.01
IV / HV
6.29
Open Interest
107.00

Data was calculated after the 9/23/2022 closing.

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