← Back to Stock / ETF implied volatility screener

IGIB - iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Implied Volatility Analysis

Implied Volatility:
12.7%
Put/Call-Ratio:
2.25

iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF has an Implied Volatility (IV) of 12.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IGIB is 15 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for IGIB is 0.67 standard deviations away from its 1 year mean.

Market Cap$9.79B
Dividend Yield2.92% ($1.48)
Next Dividend Date7/1/2022 (7d) !
Implied Volatility (IV) 30d
12.72
Implied Volatility Rank (IVR) 1y
15.12
Implied Volatility Percentile (IVP) 1y
91.09
Historical Volatility (HV) 30d
10.92
IV / HV
1.16
Open Interest
1.20K
Option Volume
13.00
Put/Call Ratio (Volume)
2.25

Data was calculated after the 6/23/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.