← Back to Stock / ETF implied volatility screenerBND - Vanguard Total Bond Market ETF
BND - Vanguard Total Bond Market ETF
Implied Volatility Analysis
Implied Volatility:
10.2%
10.2%
Put/Call-Ratio:
0.28
0.28
Vanguard Total Bond Market ETF has an Implied Volatility (IV) of 10.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BND is 8 and the Implied Volatility Percentile (IVP) is 35. The current Implied Volatility Index for BND is -0.63 standard deviations away from its 1 year mean.
| Market Cap | $89.29B |
|---|---|
| Dividend Yield | 2.61% ($1.92) |
| Next Dividend Date | 4/3/2023 (5d) ! |
| Implied Volatility (IV) 30d | 10.21 |
| Implied Volatility Rank (IVR) 1y | 8.36 |
| Implied Volatility Percentile (IVP) 1y | 34.73 |
| Historical Volatility (HV) 30d | 9.28 |
| IV / HV | 1.10 |
| Open Interest | 2.29K |
| Option Volume | 82.00 |
| Put/Call Ratio (Volume) | 0.28 |
Data was calculated after the 3/28/2023 closing.
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