← Back to Stock / ETF implied volatility screenerVGIT - Vanguard Intermediate-Term Treasury ETF
VGIT - Vanguard Intermediate-Term Treasury ETF
Implied Volatility Analysis
Implied Volatility:
11.6%
11.6%
Put/Call-Ratio:
1.67
1.67
Vanguard Intermediate-Term Treasury ETF has an Implied Volatility (IV) of 11.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VGIT is 13 and the Implied Volatility Percentile (IVP) is 82. The current Implied Volatility Index for VGIT is -0.04 standard deviations away from its 1 year mean.
| Market Cap | $12.66B |
|---|---|
| Dividend Yield | 1.94% ($1.12) |
| Next Dividend Date | 4/3/2023 (14d) ! |
| Implied Volatility (IV) 30d | 11.58 |
| Implied Volatility Rank (IVR) 1y | 12.89 |
| Implied Volatility Percentile (IVP) 1y | 82.14 |
| Historical Volatility (HV) 30d | 9.88 |
| IV / HV | 1.17 |
| Open Interest | 984.00 |
| Option Volume | 8.00 |
| Put/Call Ratio (Volume) | 1.67 |
Data was calculated after the 3/17/2023 closing.
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