← Back to Stock / ETF implied volatility screenerBSV - Vanguard Short-Term Bond ETF
BSV - Vanguard Short-Term Bond ETF
Implied Volatility Analysis
Implied Volatility:
29.9%
29.9%
Vanguard Short-Term Bond ETF has an Implied Volatility (IV) of 29.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BSV is 58 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for BSV is 3.16 standard deviations away from its 1 year mean.
| Market Cap | $37.79B |
|---|---|
| Dividend Yield | 1.66% ($1.25) |
| Next Dividend Date | 12/1/2022 (3d) ! |
| Implied Volatility (IV) 30d | 29.91 |
| Implied Volatility Rank (IVR) 1y | 57.84 |
| Implied Volatility Percentile (IVP) 1y | 98.02 |
| Historical Volatility (HV) 30d | 3.63 |
| IV / HV | 8.24 |
| Open Interest | 458.00 |
Data was calculated after the 11/25/2022 closing.
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