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.