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BND - Vanguard Total Bond Market ETF
Implied Volatility Analysis

Implied Volatility:
11.2%
Put/Call-Ratio:
0.86

Vanguard Total Bond Market ETF has an Implied Volatility (IV) of 11.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BND is 45 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for BND is 1.38 standard deviations away from its 1 year mean.

Market Cap$79.80B
Dividend Yield2.23% ($1.68)
Next Dividend Date8/1/2022 (30d)
Implied Volatility (IV) 30d
11.23
Implied Volatility Rank (IVR) 1y
44.53
Implied Volatility Percentile (IVP) 1y
90.86
Historical Volatility (HV) 30d
9.76
IV / HV
1.15
Open Interest
2.42K
Option Volume
108.00
Put/Call Ratio (Volume)
0.86

Data was calculated after the 7/1/2022 closing.

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