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IGSB - iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF
Implied Volatility Analysis

Implied Volatility:
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 Yield2.25% ($1.12)
Next Dividend Date4/3/2023 (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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