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BSV - Vanguard Short-Term Bond ETF
Implied Volatility Analysis

Implied Volatility:
5.3%

Vanguard Short-Term Bond ETF has an Implied Volatility (IV) of 5.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BSV is 2 and the Implied Volatility Percentile (IVP) is 12. The current Implied Volatility Index for BSV is -0.60 standard deviations away from its 1 year mean.

Market Cap$38.47B
Dividend Yield1.51% ($1.16)
Next Dividend Date9/1/2022 (17d)
Implied Volatility (IV) 30d
5.28
Implied Volatility Rank (IVR) 1y
1.54
Implied Volatility Percentile (IVP) 1y
12.22
Historical Volatility (HV) 30d
3.68
IV / HV
1.43
Open Interest
544.00
Option Volume
3.00

Data was calculated after the 8/12/2022 closing.

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