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OVT - Overlay Shares Short Term Bond ETF
Implied Volatility Analysis

Implied Volatility:
74.5%

Overlay Shares Short Term Bond ETF has an Implied Volatility (IV) of 74.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for OVT is 28 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for OVT is 0.42 standard deviations away from its 1 year mean.

Market Cap$55.84M
Dividend Yield4.84% ($1.04)
Implied Volatility (IV) 30d
74.52
Implied Volatility Rank (IVR) 1y
27.89
Implied Volatility Percentile (IVP) 1y
81.15
Historical Volatility (HV) 30d
6.10
IV / HV
12.22
Open Interest
1.00

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

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