← Back to Stock / ETF implied volatility screenerTLH - iShares 10-20 Year Treasury Bond ETF
TLH - iShares 10-20 Year Treasury Bond ETF
Implied Volatility Analysis
Implied Volatility:
30.2%
30.2%
iShares 10-20 Year Treasury Bond ETF has an Implied Volatility (IV) of 30.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TLH is 20 and the Implied Volatility Percentile (IVP) is 82. The current Implied Volatility Index for TLH is 0.58 standard deviations away from its 1 year mean.
| Market Cap | $8.08B |
|---|---|
| Dividend Yield | 2.80% ($3.21) |
| Next Dividend Date | 4/3/2023 (9d) ! |
| Implied Volatility (IV) 30d | 30.20 |
| Implied Volatility Rank (IVR) 1y | 20.30 |
| Implied Volatility Percentile (IVP) 1y | 81.75 |
| Historical Volatility (HV) 30d | 17.58 |
| IV / HV | 1.72 |
| Open Interest | 161.00 |
| Option Volume | 5.00 |
Data was calculated after the 3/24/2023 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.