← Back to Stock / ETF implied volatility screenerSCHR - Schwab Intermediate-Term U.S. Treasury ETF
SCHR - Schwab Intermediate-Term U.S. Treasury ETF
Implied Volatility Analysis
Implied Volatility:
10.7%
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 Yield | 1.50% ($0.73) |
| Next Dividend Date | 10/3/2022 (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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