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BNDX - Vanguard Total International Bond ETF
Implied Volatility Analysis

Implied Volatility:
12.4%

Vanguard Total International Bond ETF has an Implied Volatility (IV) of 12.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BNDX is 13 and the Implied Volatility Percentile (IVP) is 29. The current Implied Volatility Index for BNDX is -0.56 standard deviations away from its 1 year mean.

Market Cap$43.50B
Dividend Yield4.13% ($2.04)
Next Dividend Date7/1/2022 (6d) !
Implied Volatility (IV) 30d
12.37
Implied Volatility Rank (IVR) 1y
12.69
Implied Volatility Percentile (IVP) 1y
28.68
Historical Volatility (HV) 30d
9.63
IV / HV
1.28
Open Interest
2.41K
Option Volume
4.00

Data was calculated after the 6/24/2022 closing.

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