Vanguard Short-Term Corporate Bond ETF has an Implied Volatility (IV) of 8.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VCSH is 10 and the Implied Volatility Percentile (IVP) is 65. The current Implied Volatility Index for VCSH is -0.27 standard deviations away from its 1 year mean.
Market Cap | $40.61B |
---|---|
Dividend Yield | 2.16% ($1.64) |
Next Dividend Date | 4/3/2023 (1d) ! |
Implied Volatility (IV) 30d | 8.22 |
Implied Volatility Rank (IVR) 1y | 9.79 |
Implied Volatility Percentile (IVP) 1y | 65.48 |
Historical Volatility (HV) 30d | 4.28 |
IV / HV | 1.92 |
Open Interest | 503.00 |
Option Volume | 12.00 |
Put/Call Ratio (Volume) | 0.09 |
Data was calculated after the 3/31/2023 closing.