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SHV - iShares Short Treasury Bond ETF
Implied Volatility Analysis

Implied Volatility:
10.1%

iShares Short Treasury Bond ETF has an Implied Volatility (IV) of 10.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SHV is 19 and the Implied Volatility Percentile (IVP) is 26. The current Implied Volatility Index for SHV is -0.73 standard deviations away from its 1 year mean.

Market Cap$20.68B
Dividend Yield0.10% ($0.11)
Next Dividend Date7/1/2022 (6d) !
Implied Volatility (IV) 30d
10.09
Implied Volatility Rank (IVR) 1y
18.64
Implied Volatility Percentile (IVP) 1y
26.12
Historical Volatility (HV) 30d
0.44
IV / HV
22.93
Open Interest
893.00

Data was calculated after the 6/24/2022 closing.

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