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

Implied Volatility:
4.7%
Put/Call-Ratio:
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 Yield0.95% ($0.77)
Next Dividend Date12/1/2022 (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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