← Back to Stock / ETF implied volatility screenerVCIT - Vanguard Intermediate-Term Corporate Bond ETF
VCIT - Vanguard Intermediate-Term Corporate Bond ETF
Implied Volatility Analysis
Implied Volatility:
12.9%
12.9%
Put/Call-Ratio:
0.56
0.56
Vanguard Intermediate-Term Corporate Bond ETF has an Implied Volatility (IV) of 12.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VCIT is 11 and the Implied Volatility Percentile (IVP) is 69. The current Implied Volatility Index for VCIT is -0.09 standard deviations away from its 1 year mean.
| Market Cap | $39.82B |
|---|---|
| Dividend Yield | 3.12% ($2.43) |
| Next Dividend Date | 4/3/2023 (14d) ! |
| Implied Volatility (IV) 30d | 12.93 |
| Implied Volatility Rank (IVR) 1y | 11.39 |
| Implied Volatility Percentile (IVP) 1y | 69.44 |
| Historical Volatility (HV) 30d | 8.41 |
| IV / HV | 1.54 |
| Open Interest | 625.00 |
| Option Volume | 28.00 |
| Put/Call Ratio (Volume) | 0.56 |
Data was calculated after the 3/17/2023 closing.
Sign up for our upcoming FREE newsletter!
- Concrete option trades for the upcoming day
- Portfolios with backtested profitable option strategies
- It's free. Contains just value. Unsubscribe any time.