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.