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SHY - iShares 1-3 Year Treasury Bond ETF
Implied Volatility Analysis

Implied Volatility:
4.7%
Put/Call-Ratio:
18.68

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 23 and the Implied Volatility Percentile (IVP) is 78. The current Implied Volatility Index for SHY is 0.28 standard deviations away from its 1 year mean.

Market Cap$28.04B
Dividend Yield1.60% ($1.31)
Next Dividend Date4/3/2023 (1d) !
Implied Volatility (IV) 30d
4.74
Implied Volatility Rank (IVR) 1y
22.94
Implied Volatility Percentile (IVP) 1y
78.09
Historical Volatility (HV) 30d
5.72
IV / HV
0.83
Open Interest
18.58K
Option Volume
925.00
Put/Call Ratio (Volume)
18.68

Data was calculated after the 3/31/2023 closing.

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