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VGIT - Vanguard Intermediate-Term Treasury ETF
Implied Volatility Analysis

Implied Volatility:
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 Yield1.85% ($1.12)
Next Dividend Date7/1/2022 (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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