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TBIL - US Treasury 3 Month Bill ETF
Implied Volatility Analysis

Implied Volatility:
17.3%

US Treasury 3 Month Bill ETF has an Implied Volatility (IV) of 17.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TBIL is 8 and the Implied Volatility Percentile (IVP) is 22. The current Implied Volatility Index for TBIL is -1.05 standard deviations away from its 1 year mean.

Market Cap$164.80M
Dividend Yield0.60% ($0.30)
Next Dividend Date12/16/2022 (14d) !
Implied Volatility (IV) 30d
17.26
Implied Volatility Rank (IVR) 1y
7.58
Implied Volatility Percentile (IVP) 1y
21.91
Historical Volatility (HV) 30d
0.72
IV / HV
23.97
Open Interest
37.00

Data was calculated after the 12/1/2022 closing.

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