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USIG - iShares Broad USD Investment Grade Corporate Bond ETF
Implied Volatility Analysis

Implied Volatility:
10.9%

iShares Broad USD Investment Grade Corporate Bond ETF has an Implied Volatility (IV) of 10.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for USIG is 0 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for USIG is -0.75 standard deviations away from its 1 year mean.

Market Cap$8.64B
Dividend Yield3.18% ($1.60)
Next Dividend Date4/3/2023 (2d) !
Implied Volatility (IV) 30d
10.86
Implied Volatility Rank (IVR) 1y
0.39
Implied Volatility Percentile (IVP) 1y
0.79
Historical Volatility (HV) 30d
7.39
IV / HV
1.47
Open Interest
1.01K

Data was calculated after the 3/31/2023 closing.

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