← Back to Stock / ETF implied volatility screener

USFR - WisdomTree Floating Rate Treasury Fund
Implied Volatility Analysis

Implied Volatility:
69.0%

WisdomTree Floating Rate Treasury Fund has an Implied Volatility (IV) of 69.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for USFR is 65 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for USFR is 1.85 standard deviations away from its 1 year mean.

Market Cap$12.23B
Dividend Yield1.41% ($0.71)
Next Dividend Date12/23/2022 (25d)
Implied Volatility (IV) 30d
68.98
Implied Volatility Rank (IVR) 1y
65.11
Implied Volatility Percentile (IVP) 1y
94.42
Historical Volatility (HV) 30d
1.17
IV / HV
58.96
Open Interest
30.00

Data was calculated after the 11/25/2022 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.