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BND - Vanguard Total Bond Market ETF
Implied Volatility Analysis

Implied Volatility:
15.9%
Put/Call-Ratio:
4.48

Vanguard Total Bond Market ETF has an Implied Volatility (IV) of 15.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BND is 53 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for BND is 1.31 standard deviations away from its 1 year mean.

Market Cap$83.02B
Dividend Yield2.65% ($1.94)
Next Dividend Date12/23/2022 (15d)
Implied Volatility (IV) 30d
15.87
Implied Volatility Rank (IVR) 1y
53.31
Implied Volatility Percentile (IVP) 1y
90.51
Historical Volatility (HV) 30d
9.51
IV / HV
1.67
Open Interest
3.84K
Option Volume
362.00
Put/Call Ratio (Volume)
4.48

Data was calculated after the 12/7/2022 closing.

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