← Back to Stock / ETF implied volatility screener

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

Implied Volatility:
6.2%
Put/Call-Ratio:
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 Yield1.86% ($1.42)
Next Dividend Date7/1/2022 (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.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.