← Back to Stock / ETF implied volatility screener

TLH - iShares 10-20 Year Treasury Bond ETF
Implied Volatility Analysis

Implied Volatility:
21.7%

iShares 10-20 Year Treasury Bond ETF has an Implied Volatility (IV) of 21.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TLH is 36 and the Implied Volatility Percentile (IVP) is 77. The current Implied Volatility Index for TLH is 0.48 standard deviations away from its 1 year mean.

Market Cap$4.44B
Dividend Yield2.33% ($2.59)
Next Dividend Date10/3/2022 (8d) !
Implied Volatility (IV) 30d
21.69
Implied Volatility Rank (IVR) 1y
36.12
Implied Volatility Percentile (IVP) 1y
77.20
Historical Volatility (HV) 30d
13.97
IV / HV
1.55
Open Interest
370.00
Option Volume
11.00

Data was calculated after the 9/23/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.