iShares TIPS Bond ETF has an Implied Volatility (IV) of 11.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TIP is 22 and the Implied Volatility Percentile (IVP) is 51. The current Implied Volatility Index for TIP is -0.04 standard deviations away from its 1 year mean.
Market Cap | $21.89B |
---|---|
Dividend Yield | 6.09% ($6.58) |
Next Dividend Date | 4/3/2023 (14d) ! |
Implied Volatility (IV) 30d | 11.50 |
Implied Volatility Rank (IVR) 1y | 21.77 |
Implied Volatility Percentile (IVP) 1y | 51.42 |
Historical Volatility (HV) 30d | 10.43 |
IV / HV | 1.10 |
Open Interest | 26.15K |
Option Volume | 1.68K |
Put/Call Ratio (Volume) | 0.10 |
Data was calculated after the 3/17/2023 closing.