← Back to Stock / ETF implied volatility screenerVCLT - Vanguard Long-Term Corporate Bond ETF
VCLT - Vanguard Long-Term Corporate Bond ETF
Implied Volatility Analysis
Implied Volatility:
30.3%
30.3%
Vanguard Long-Term Corporate Bond ETF has an Implied Volatility (IV) of 30.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VCLT is 31 and the Implied Volatility Percentile (IVP) is 72. The current Implied Volatility Index for VCLT is 0.47 standard deviations away from its 1 year mean.
| Market Cap | $5.41B |
|---|---|
| Dividend Yield | 4.24% ($3.35) |
| Next Dividend Date | 4/3/2023 (10d) ! |
| Implied Volatility (IV) 30d | 30.27 |
| Implied Volatility Rank (IVR) 1y | 31.13 |
| Implied Volatility Percentile (IVP) 1y | 71.70 |
| Historical Volatility (HV) 30d | 12.98 |
| IV / HV | 2.33 |
| Open Interest | 1.20K |
| Option Volume | 14.00 |
Data was calculated after the 3/23/2023 closing.
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