← Back to Stock / ETF implied volatility screenerGBIL - Goldman Sachs Access Treasury 0-1 Year ETF
GBIL - Goldman Sachs Access Treasury 0-1 Year ETF
Implied Volatility Analysis
Implied Volatility:
9.0%
9.0%
Goldman Sachs Access Treasury 0-1 Year ETF has an Implied Volatility (IV) of 9.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GBIL is 2 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for GBIL is -1.05 standard deviations away from its 1 year mean.
| Market Cap | $5.83B |
|---|---|
| Dividend Yield | 1.99% ($2.00) |
| Next Dividend Date | 4/3/2023 (9d) ! |
| Implied Volatility (IV) 30d | 8.98 |
| Implied Volatility Rank (IVR) 1y | 2.18 |
| Implied Volatility Percentile (IVP) 1y | 15.35 |
| Historical Volatility (HV) 30d | 1.24 |
| IV / HV | 7.24 |
| Open Interest | 1.00 0 |
Data was calculated after the 3/24/2023 closing.
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