← Back to Stock / ETF implied volatility screenerHYG - iShares iBoxx USD High Yield Corporate Bond ETF
HYG - iShares iBoxx USD High Yield Corporate Bond ETF
Implied Volatility Analysis
Implied Volatility:
12.4%
12.4%
Put/Call-Ratio:
0.72
0.72
iShares iBoxx USD High Yield Corporate Bond ETF has an Implied Volatility (IV) of 12.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HYG is 13 and the Implied Volatility Percentile (IVP) is 23. The current Implied Volatility Index for HYG is -0.75 standard deviations away from its 1 year mean.
| Market Cap | $11.94B |
|---|---|
| Dividend Yield | 5.38% ($4.02) |
| Next Dividend Date | 4/3/2023 (2d) ! |
| Implied Volatility (IV) 30d | 12.43 |
| Implied Volatility Rank (IVR) 1y | 12.60 |
| Implied Volatility Percentile (IVP) 1y | 23.41 |
| Historical Volatility (HV) 30d | 9.67 |
| IV / HV | 1.29 |
| Open Interest | 7.69M |
| Option Volume | 360.19K |
| Put/Call Ratio (Volume) | 0.72 |
Data was calculated after the 3/31/2023 closing.
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