iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF has an Implied Volatility (IV) of 13.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IGIB is 9 and the Implied Volatility Percentile (IVP) is 71. The current Implied Volatility Index for IGIB is -0.04 standard deviations away from its 1 year mean.
Market Cap | $11.00B |
---|---|
Dividend Yield | 3.14% ($1.56) |
Next Dividend Date | 4/3/2023 (14d) ! |
Implied Volatility (IV) 30d | 13.64 |
Implied Volatility Rank (IVR) 1y | 8.69 |
Implied Volatility Percentile (IVP) 1y | 71.43 |
Historical Volatility (HV) 30d | 8.63 |
IV / HV | 1.58 |
Open Interest | 579.00 |
Option Volume | 12.00 |
Data was calculated after the 3/17/2023 closing.