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MBB - iShares MBS ETF
Implied Volatility Analysis

Implied Volatility:
35.0%

iShares MBS ETF has an Implied Volatility (IV) of 35.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MBB is 91 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for MBB is 5.62 standard deviations away from its 1 year mean.

Market Cap$23.28B
Dividend Yield1.77% ($1.66)
Next Dividend Date12/1/2022 (3d) !
Implied Volatility (IV) 30d
35.01
Implied Volatility Rank (IVR) 1y
91.23
Implied Volatility Percentile (IVP) 1y
99.60
Historical Volatility (HV) 30d
10.19
IV / HV
3.44
Open Interest
23.82K
Option Volume
53.00

Data was calculated after the 11/25/2022 closing.

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