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

Implied Volatility:
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 Yield2.04% ($1.02)
Next Dividend Date12/1/2022 (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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