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STIP - iShares 0-5 Year TIPS Bond ETF
Implied Volatility Analysis

Implied Volatility:
8.7%

iShares 0-5 Year TIPS Bond ETF has an Implied Volatility (IV) of 8.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for STIP is 8 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for STIP is -1.29 standard deviations away from its 1 year mean.

Market Cap$12.89B
Dividend Yield6.20% ($6.02)
Next Dividend Date12/1/2022 (3d) !
Implied Volatility (IV) 30d
8.66
Implied Volatility Rank (IVR) 1y
8.06
Implied Volatility Percentile (IVP) 1y
6.35
Historical Volatility (HV) 30d
3.82
IV / HV
2.27
Open Interest
730.00
Option Volume
7.00

Data was calculated after the 11/25/2022 closing.

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