← Back to Stock / ETF implied volatility screenerIGSB - iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB - iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF
Implied Volatility Analysis
Implied Volatility:
8.2%
8.2%
iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF has an Implied Volatility (IV) of 8.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IGSB is 5 and the Implied Volatility Percentile (IVP) is 29. The current Implied Volatility Index for IGSB is -0.39 standard deviations away from its 1 year mean.
| Market Cap | $24.13B |
|---|---|
| Dividend Yield | 2.25% ($1.12) |
| Next Dividend Date | 4/3/2023 (14d) ! |
| Implied Volatility (IV) 30d | 8.24 |
| Implied Volatility Rank (IVR) 1y | 4.76 |
| Implied Volatility Percentile (IVP) 1y | 28.82 |
| Historical Volatility (HV) 30d | 4.01 |
| IV / HV | 2.05 |
| Open Interest | 854.00 |
| Option Volume | 27.00 |
Data was calculated after the 3/17/2023 closing.
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