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

Implied Volatility:
47.0%

iShares Broad USD Investment Grade Corporate Bond ETF has an Implied Volatility (IV) of 47.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for USIG is 69 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for USIG is 3.23 standard deviations away from its 1 year mean.

Market Cap$7.47B
Dividend Yield2.98% ($1.50)
Next Dividend Date12/15/2022 (7d) !
Implied Volatility (IV) 30d
47.05
Implied Volatility Rank (IVR) 1y
68.84
Implied Volatility Percentile (IVP) 1y
97.03
Historical Volatility (HV) 30d
11.87
IV / HV
3.96
Open Interest
440.00

Data was calculated after the 12/7/2022 closing.

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