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

Implied Volatility:
6.9%
Put/Call-Ratio:
1000.25

iShares 3-7 Year Treasury Bond ETF has an Implied Volatility (IV) of 6.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IEI is 34 and the Implied Volatility Percentile (IVP) is 69. The current Implied Volatility Index for IEI is 0.46 standard deviations away from its 1 year mean.

Market Cap$12.16B
Dividend Yield0.92% ($1.10)
Next Dividend Date9/1/2022 (17d)
Implied Volatility (IV) 30d
6.87
Implied Volatility Rank (IVR) 1y
33.90
Implied Volatility Percentile (IVP) 1y
68.80
Historical Volatility (HV) 30d
6.84
IV / HV
1.00
Open Interest
25.29K
Option Volume
4.01K
Put/Call Ratio (Volume)
1.00K

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

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