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GIGB - Goldman Sachs Access Investment Grade Corporate Bond ETF
Implied Volatility Analysis

Implied Volatility:
18.6%

Goldman Sachs Access Investment Grade Corporate Bond ETF has an Implied Volatility (IV) of 18.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GIGB is 19 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for GIGB is 0.74 standard deviations away from its 1 year mean.

Market Cap$574.83M
Dividend Yield2.71% ($1.17)
Implied Volatility (IV) 30d
18.61
Implied Volatility Rank (IVR) 1y
19.42
Implied Volatility Percentile (IVP) 1y
91.97
Historical Volatility (HV) 30d
12.18
IV / HV
1.53
Open Interest
468.00
Option Volume
11.00

Data was calculated after the 10/3/2022 closing.

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