← Back to Stock / ETF implied volatility screenerVCSH - Vanguard Short-Term Corporate Bond ETF
VCSH - Vanguard Short-Term Corporate Bond ETF
Implied Volatility Analysis
Implied Volatility:
6.2%
6.2%
Put/Call-Ratio:
0.11
0.11
Vanguard Short-Term Corporate Bond ETF has an Implied Volatility (IV) of 6.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VCSH is 15 and the Implied Volatility Percentile (IVP) is 63. The current Implied Volatility Index for VCSH is -0.02 standard deviations away from its 1 year mean.
| Market Cap | $40.24B |
|---|---|
| Dividend Yield | 1.86% ($1.42) |
| Next Dividend Date | 7/1/2022 (2d) ! |
| Implied Volatility (IV) 30d | 6.15 |
| Implied Volatility Rank (IVR) 1y | 14.62 |
| Implied Volatility Percentile (IVP) 1y | 63.28 |
| Historical Volatility (HV) 30d | 5.13 |
| IV / HV | 1.20 |
| Open Interest | 977.00 |
| Option Volume | 115.00 |
| Put/Call Ratio (Volume) | 0.11 |
Data was calculated after the 6/28/2022 closing.
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