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VCLT - Vanguard Long-Term Corporate Bond ETF
Implied Volatility Analysis

Implied Volatility:
29.1%
Put/Call-Ratio:
0.29

Vanguard Long-Term Corporate Bond ETF has an Implied Volatility (IV) of 29.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VCLT is 38 and the Implied Volatility Percentile (IVP) is 95. The current Implied Volatility Index for VCLT is 1.62 standard deviations away from its 1 year mean.

Market Cap$4.30B
Dividend Yield4.23% ($3.22)
Next Dividend Date10/3/2022 (6d) !
Implied Volatility (IV) 30d
29.11
Implied Volatility Rank (IVR) 1y
38.48
Implied Volatility Percentile (IVP) 1y
94.78
Historical Volatility (HV) 30d
17.19
IV / HV
1.69
Open Interest
3.94K
Option Volume
612.00
Put/Call Ratio (Volume)
0.29

Data was calculated after the 9/26/2022 closing.

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