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

Implied Volatility:
8.2%
Put/Call-Ratio:
0.09

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 Yield2.16% ($1.64)
Next Dividend Date4/3/2023 (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.

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