← 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:
4.7%
4.7%
Put/Call-Ratio:
0.05
0.05
iShares 1-3 Year Treasury Bond ETF has an Implied Volatility (IV) of 4.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SHY is 32 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for SHY is 0.39 standard deviations away from its 1 year mean.
| Market Cap | $28.69B |
|---|---|
| Dividend Yield | 0.95% ($0.77) |
| Next Dividend Date | 12/1/2022 (3d) ! |
| Implied Volatility (IV) 30d | 4.74 |
| Implied Volatility Rank (IVR) 1y | 32.03 |
| Implied Volatility Percentile (IVP) 1y | 75.40 |
| Historical Volatility (HV) 30d | 2.54 |
| IV / HV | 1.87 |
| Open Interest | 46.43K |
| Option Volume | 1.76K |
| Put/Call Ratio (Volume) | 0.05 |
Data was calculated after the 11/25/2022 closing.
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