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LTPZ - PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund
Implied Volatility Analysis

Implied Volatility:
27.6%
Put/Call-Ratio:
1.18

PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund has an Implied Volatility (IV) of 27.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LTPZ is 29 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for LTPZ is 0.95 standard deviations away from its 1 year mean.

Market Cap$610.94M
Dividend Yield8.23% ($4.97)
Next Dividend Date10/3/2022 (6d) !
Implied Volatility (IV) 30d
27.55
Implied Volatility Rank (IVR) 1y
29.25
Implied Volatility Percentile (IVP) 1y
91.87
Historical Volatility (HV) 30d
21.60
IV / HV
1.28
Open Interest
308.00
Option Volume
37.00
Put/Call Ratio (Volume)
1.18

Data was calculated after the 9/26/2022 closing.

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