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STPZ - PIMCO 1-5 Year U.S. TIPS Index Exchange-Traded Fund
Implied Volatility Analysis

Implied Volatility:
9.3%

PIMCO 1-5 Year U.S. TIPS Index Exchange-Traded Fund has an Implied Volatility (IV) of 9.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for STPZ is 7 and the Implied Volatility Percentile (IVP) is 46. The current Implied Volatility Index for STPZ is -0.33 standard deviations away from its 1 year mean.

Market Cap$1.34B
Dividend Yield6.28% ($3.11)
Next Dividend Date10/3/2022 (1d) !
Implied Volatility (IV) 30d
9.31
Implied Volatility Rank (IVR) 1y
7.16
Implied Volatility Percentile (IVP) 1y
45.65
Historical Volatility (HV) 30d
8.05
IV / HV
1.16
Open Interest
1.18K
Option Volume
5.00

Data was calculated after the 9/30/2022 closing.

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