← Back to Stock / ETF implied volatility screenerUSFR - WisdomTree Floating Rate Treasury Fund
USFR - WisdomTree Floating Rate Treasury Fund
Implied Volatility Analysis
Implied Volatility:
33.9%
33.9%
WisdomTree Floating Rate Treasury Fund has an Implied Volatility (IV) of 33.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for USFR is 30 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for USFR is -0.19 standard deviations away from its 1 year mean.
| Market Cap | $13.58B |
|---|---|
| Dividend Yield | 2.49% ($1.25) |
| Next Dividend Date | 3/27/2023 (7d) ! |
| Implied Volatility (IV) 30d | 33.92 |
| Implied Volatility Rank (IVR) 1y | 29.59 |
| Implied Volatility Percentile (IVP) 1y | 54.09 |
| Historical Volatility (HV) 30d | 1.20 |
| IV / HV | 28.27 |
| Open Interest | 59.00 |
Data was calculated after the 3/17/2023 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.