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VCSH - Vanguard Short-Term Corporate Bond ETF
Implied Volatility Analysis

Implied Volatility:
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 Yield2.14% ($1.61)
Next Dividend Date12/23/2022 (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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