← 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:
7.2%
7.2%
Vanguard Short-Term Corporate Bond ETF has an Implied Volatility (IV) of 7.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VCSH is 12 and the Implied Volatility Percentile (IVP) is 66. The current Implied Volatility Index for VCSH is -0.08 standard deviations away from its 1 year mean.
| Market Cap | $39.15B |
|---|---|
| Dividend Yield | 2.14% ($1.61) |
| Next Dividend Date | 12/23/2022 (15d) |
| Implied Volatility (IV) 30d | 7.16 |
| Implied Volatility Rank (IVR) 1y | 11.98 |
| Implied Volatility Percentile (IVP) 1y | 65.90 |
| Historical Volatility (HV) 30d | 4.94 |
| IV / HV | 1.45 |
| Open Interest | 1.24K |
| Option Volume | 9.00 |
Data was calculated after the 12/7/2022 closing.
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