← 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:
58.8%
58.8%
iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF has an Implied Volatility (IV) of 58.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IGSB is 100 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for IGSB is 4.25 standard deviations away from its 1 year mean.
| Market Cap | $21.56B |
|---|---|
| Dividend Yield | 1.85% ($0.94) |
| Next Dividend Date | 9/1/2022 (19d) |
| Implied Volatility (IV) 30d | 58.77 |
| Implied Volatility Rank (IVR) 1y | 100.00 |
| Implied Volatility Percentile (IVP) 1y | 100.00 |
| Historical Volatility (HV) 30d | 4.78 |
| IV / HV | 12.29 |
| Open Interest | 220.00 |
Data was calculated after the 8/11/2022 closing.
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