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

Implied Volatility:
10.3%

iShares 0-5 Year TIPS Bond ETF has an Implied Volatility (IV) of 10.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for STIP is 13 and the Implied Volatility Percentile (IVP) is 7. The current Implied Volatility Index for STIP is -1.16 standard deviations away from its 1 year mean.

Market Cap$12.78B
Dividend Yield5.93% ($5.99)
Next Dividend Date9/1/2022 (17d)
Implied Volatility (IV) 30d
10.32
Implied Volatility Rank (IVR) 1y
12.63
Implied Volatility Percentile (IVP) 1y
7.01
Historical Volatility (HV) 30d
4.08
IV / HV
2.53
Open Interest
533.00

Data was calculated after the 8/12/2022 closing.

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