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

Implied Volatility:
4.3%
Put/Call-Ratio:
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 Yield0.39% ($0.32)
Next Dividend Date7/1/2022 (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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