← Back to Stock / ETF implied volatility screenerVGIT - Vanguard Intermediate-Term Treasury ETF
VGIT - Vanguard Intermediate-Term Treasury ETF
Implied Volatility Analysis
Implied Volatility:
7.4%
7.4%
Vanguard Intermediate-Term Treasury ETF has an Implied Volatility (IV) of 7.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VGIT is 8 and the Implied Volatility Percentile (IVP) is 58. The current Implied Volatility Index for VGIT is -0.17 standard deviations away from its 1 year mean.
| Market Cap | $9.16B |
|---|---|
| Dividend Yield | 1.85% ($1.12) |
| Next Dividend Date | 7/1/2022 (4d) ! |
| Implied Volatility (IV) 30d | 7.40 |
| Implied Volatility Rank (IVR) 1y | 7.89 |
| Implied Volatility Percentile (IVP) 1y | 57.89 |
| Historical Volatility (HV) 30d | 8.35 |
| IV / HV | 0.89 |
| Open Interest | 159.00 |
| Option Volume | 1.00 |
Data was calculated after the 6/24/2022 closing.
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