← Back to Stock / ETF implied volatility screenerSHY - iShares 1-3 Year Treasury Bond ETF
SHY - iShares 1-3 Year Treasury Bond ETF
Implied Volatility Analysis
Implied Volatility:
4.3%
4.3%
Put/Call-Ratio:
44.89
44.89
iShares 1-3 Year Treasury Bond ETF has an Implied Volatility (IV) of 4.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SHY is 5 and the Implied Volatility Percentile (IVP) is 72. The current Implied Volatility Index for SHY is 0.12 standard deviations away from its 1 year mean.
| Market Cap | $25.46B |
|---|---|
| Dividend Yield | 0.39% ($0.32) |
| Next Dividend Date | 7/1/2022 (4d) ! |
| Implied Volatility (IV) 30d | 4.33 |
| Implied Volatility Rank (IVR) 1y | 5.06 |
| Implied Volatility Percentile (IVP) 1y | 71.89 |
| Historical Volatility (HV) 30d | 3.16 |
| IV / HV | 1.37 |
| Open Interest | 22.76K |
| Option Volume | 2.48K |
| Put/Call Ratio (Volume) | 44.89 |
Data was calculated after the 6/24/2022 closing.
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