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USFR - WisdomTree Floating Rate Treasury Fund
Implied Volatility Analysis

Implied Volatility:
14.5%

WisdomTree Floating Rate Treasury Fund has an Implied Volatility (IV) of 14.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for USFR is 8 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for USFR is -1.22 standard deviations away from its 1 year mean.

Market Cap$7.48B
Dividend Yield0.39% ($0.19)
Next Dividend Date8/25/2022 (10d) !
Implied Volatility (IV) 30d
14.47
Implied Volatility Rank (IVR) 1y
8.24
Implied Volatility Percentile (IVP) 1y
6.02
Historical Volatility (HV) 30d
0.46
IV / HV
31.46
Open Interest
2.00

Data was calculated after the 8/12/2022 closing.

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