← 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:
8.1%
8.1%
iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF has an Implied Volatility (IV) of 8.1% 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 31. The current Implied Volatility Index for IGSB is -0.43 standard deviations away from its 1 year mean.
| Market Cap | $22.76B |
|---|---|
| Dividend Yield | 2.04% ($1.02) |
| Next Dividend Date | 12/1/2022 (3d) ! |
| Implied Volatility (IV) 30d | 8.10 |
| Implied Volatility Rank (IVR) 1y | 5.40 |
| Implied Volatility Percentile (IVP) 1y | 30.59 |
| Historical Volatility (HV) 30d | 4.62 |
| IV / HV | 1.75 |
| Open Interest | 674.00 |
Data was calculated after the 11/25/2022 closing.
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