← 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:
8.2%
8.2%
Put/Call-Ratio:
0.09
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 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.
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