iShares 0-5 Year TIPS Bond ETF has an Implied Volatility (IV) of 6.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for STIP is 2 and the Implied Volatility Percentile (IVP) is 3. The current Implied Volatility Index for STIP is -1.32 standard deviations away from its 1 year mean.
Market Cap | $12.89B |
---|---|
Dividend Yield | 5.33% ($5.26) |
Next Dividend Date | 4/3/2023 (5d) ! |
Implied Volatility (IV) 30d | 6.54 |
Implied Volatility Rank (IVR) 1y | 2.30 |
Implied Volatility Percentile (IVP) 1y | 2.82 |
Historical Volatility (HV) 30d | 5.03 |
IV / HV | 1.30 |
Open Interest | 1.52K |
Option Volume | 1.00 |
Data was calculated after the 3/28/2023 closing.