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SCHR - Schwab Intermediate-Term U.S. Treasury ETF
Implied Volatility Analysis

Implied Volatility:
10.7%

Schwab Intermediate-Term U.S. Treasury ETF has an Implied Volatility (IV) of 10.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SCHR is 15 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for SCHR is 0.65 standard deviations away from its 1 year mean.

Market Cap$7.86B
Dividend Yield1.50% ($0.73)
Next Dividend Date10/3/2022 (4d) !
Implied Volatility (IV) 30d
10.66
Implied Volatility Rank (IVR) 1y
14.92
Implied Volatility Percentile (IVP) 1y
92.00
Historical Volatility (HV) 30d
8.45
IV / HV
1.26
Open Interest
573.00

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

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