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SHYG - iShares 0-5 Year High Yield Corporate Bond ETF
Implied Volatility Analysis

Implied Volatility:
22.4%

iShares 0-5 Year High Yield Corporate Bond ETF has an Implied Volatility (IV) of 22.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SHYG is 17 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for SHYG is -0.53 standard deviations away from its 1 year mean.

Market Cap$4.71B
Dividend Yield5.28% ($2.12)
Next Dividend Date10/3/2022 (3d) !
Implied Volatility (IV) 30d
22.42
Implied Volatility Rank (IVR) 1y
17.47
Implied Volatility Percentile (IVP) 1y
35.88
Historical Volatility (HV) 30d
9.95
IV / HV
2.25
Open Interest
400.00

Data was calculated after the 9/29/2022 closing.

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