← Back to Stock / ETF implied volatility screenerBSV - Vanguard Short-Term Bond ETF
BSV - Vanguard Short-Term Bond ETF
Implied Volatility Analysis
Implied Volatility:
5.3%
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 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.
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