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IUSB - iShares Core Total USD Bond Market ETF
Implied Volatility Analysis

Implied Volatility:
14.6%

iShares Core Total USD Bond Market ETF has an Implied Volatility (IV) of 14.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IUSB is 11 and the Implied Volatility Percentile (IVP) is 95. The current Implied Volatility Index for IUSB is 0.67 standard deviations away from its 1 year mean.

Market Cap$16.64B
Dividend Yield2.23% ($0.98)
Next Dividend Date10/3/2022 (4d) !
Implied Volatility (IV) 30d
14.61
Implied Volatility Rank (IVR) 1y
10.79
Implied Volatility Percentile (IVP) 1y
94.80
Historical Volatility (HV) 30d
9.28
IV / HV
1.57
Open Interest
487.00

Data was calculated after the 9/28/2022 closing.

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