← Back to Stock / ETF implied volatility screenerTLT - iShares 20+ Year Treasury Bond ETF
TLT - iShares 20+ Year Treasury Bond ETF
Implied Volatility Analysis
Implied Volatility:
17.5%
17.5%
Put/Call-Ratio:
0.74
0.74
iShares 20+ Year Treasury Bond ETF has an Implied Volatility (IV) of 17.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TLT is 33 and the Implied Volatility Percentile (IVP) is 48. The current Implied Volatility Index for TLT is -0.30 standard deviations away from its 1 year mean.
| Market Cap | $24.94B |
|---|---|
| Dividend Yield | 2.03% ($2.33) |
| Next Dividend Date | 9/1/2022 (17d) |
| Implied Volatility (IV) 30d | 17.48 |
| Implied Volatility Rank (IVR) 1y | 32.77 |
| Implied Volatility Percentile (IVP) 1y | 48.22 |
| Historical Volatility (HV) 30d | 20.95 |
| IV / HV | 0.83 |
| Open Interest | 1.98M |
| Option Volume | 100.97K |
| Put/Call Ratio (Volume) | 0.74 |
Data was calculated after the 8/12/2022 closing.
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