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

Implied Volatility:
9.9%

Vanguard Intermediate-Term Corporate Bond ETF has an Implied Volatility (IV) of 9.9% 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 80. The current Implied Volatility Index for VCIT is 0.55 standard deviations away from its 1 year mean.

Market Cap$41.24B
Dividend Yield3.36% ($2.66)
Next Dividend Date7/1/2022 (2d) !
Implied Volatility (IV) 30d
9.89
Implied Volatility Rank (IVR) 1y
11.31
Implied Volatility Percentile (IVP) 1y
79.88
Historical Volatility (HV) 30d
11.16
IV / HV
0.89
Open Interest
1.03K
Option Volume
4.00

Data was calculated after the 6/28/2022 closing.

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