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IEI - iShares 3-7 Year Treasury Bond ETF
Implied Volatility Analysis

Implied Volatility:
9.7%
Put/Call-Ratio:
7.00

iShares 3-7 Year Treasury Bond ETF has an Implied Volatility (IV) of 9.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IEI is 56 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for IEI is 1.29 standard deviations away from its 1 year mean.

Market Cap$11.95B
Dividend Yield1.18% ($1.35)
Next Dividend Date12/1/2022 (3d) !
Implied Volatility (IV) 30d
9.69
Implied Volatility Rank (IVR) 1y
55.75
Implied Volatility Percentile (IVP) 1y
88.49
Historical Volatility (HV) 30d
6.49
IV / HV
1.49
Open Interest
52.26K
Option Volume
8.00
Put/Call Ratio (Volume)
7.00

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

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