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HYG - iShares iBoxx USD High Yield Corporate Bond ETF
Implied Volatility Analysis

Implied Volatility:
13.1%
Put/Call-Ratio:
4.40

iShares iBoxx USD High Yield Corporate Bond ETF has an Implied Volatility (IV) of 13.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HYG is 34 and the Implied Volatility Percentile (IVP) is 40. The current Implied Volatility Index for HYG is -0.19 standard deviations away from its 1 year mean.

Market Cap$19.12B
Dividend Yield4.90% ($3.68)
Next Dividend Date12/1/2022 (3d) !
Implied Volatility (IV) 30d
13.08
Implied Volatility Rank (IVR) 1y
34.45
Implied Volatility Percentile (IVP) 1y
39.68
Historical Volatility (HV) 30d
14.91
IV / HV
0.88
Open Interest
6.77M
Option Volume
108.47K
Put/Call Ratio (Volume)
4.40

Data was calculated after the 11/25/2022 closing.

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