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

Implied Volatility:
12.8%
Put/Call-Ratio:
1.25

iShares iBoxx USD High Yield Corporate Bond ETF has an Implied Volatility (IV) of 12.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HYG is 36 and the Implied Volatility Percentile (IVP) is 65. The current Implied Volatility Index for HYG is 0.47 standard deviations away from its 1 year mean.

Market Cap$14.66B
Dividend Yield4.52% ($3.54)
Next Dividend Date9/1/2022 (19d)
Implied Volatility (IV) 30d
12.78
Implied Volatility Rank (IVR) 1y
36.33
Implied Volatility Percentile (IVP) 1y
65.01
Historical Volatility (HV) 30d
11.88
IV / HV
1.08
Open Interest
8.12M
Option Volume
177.84K
Put/Call Ratio (Volume)
1.25

Data was calculated after the 8/12/2022 closing.

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