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VCIT - Vanguard Intermediate-Term Corporate Bond ETF
Implied Volatility Analysis

Implied Volatility:
24.0%
Put/Call-Ratio:
15.00

Vanguard Intermediate-Term Corporate Bond ETF has an Implied Volatility (IV) of 24.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VCIT is 40 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for VCIT is 2.50 standard deviations away from its 1 year mean.

Market Cap$39.46B
Dividend Yield3.60% ($2.84)
Next Dividend Date12/23/2022 (15d)
Implied Volatility (IV) 30d
24.04
Implied Volatility Rank (IVR) 1y
39.58
Implied Volatility Percentile (IVP) 1y
97.63
Historical Volatility (HV) 30d
11.86
IV / HV
2.03
Open Interest
786.00
Option Volume
16.00
Put/Call Ratio (Volume)
15.00

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

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