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 Yield | 1.51% ($1.16) |
Next Dividend Date | 9/1/2022 (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.