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UTWO - US Treasury 2 Year Note ETF
Implied Volatility Analysis

Implied Volatility:
19.4%

US Treasury 2 Year Note ETF has an Implied Volatility (IV) of 19.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for UTWO is 7 and the Implied Volatility Percentile (IVP) is 24. The current Implied Volatility Index for UTWO is -0.89 standard deviations away from its 1 year mean.

Market Cap$147.26M
Dividend Yield0.51% ($0.25)
Next Dividend Date12/28/2022 (26d)
Implied Volatility (IV) 30d
19.45
Implied Volatility Rank (IVR) 1y
6.64
Implied Volatility Percentile (IVP) 1y
24.05
Historical Volatility (HV) 30d
2.41
IV / HV
8.07
Open Interest
116.00

Data was calculated after the 12/1/2022 closing.

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