← Back to Stock / ETF implied volatility screenerVGIT - Vanguard Intermediate-Term Treasury ETF
VGIT - Vanguard Intermediate-Term Treasury ETF
Implied Volatility Analysis
Implied Volatility:
9.2%
9.2%
Vanguard Intermediate-Term Treasury ETF has an Implied Volatility (IV) of 9.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VGIT is 12 and the Implied Volatility Percentile (IVP) is 67. The current Implied Volatility Index for VGIT is -0.06 standard deviations away from its 1 year mean.
| Market Cap | $12.52B |
|---|---|
| Dividend Yield | 2.15% ($1.27) |
| Next Dividend Date | 12/1/2022 (3d) ! |
| Implied Volatility (IV) 30d | 9.21 |
| Implied Volatility Rank (IVR) 1y | 11.83 |
| Implied Volatility Percentile (IVP) 1y | 67.27 |
| Historical Volatility (HV) 30d | 7.39 |
| IV / HV | 1.25 |
| Open Interest | 297.00 |
| Option Volume | 4.00 |
Data was calculated after the 11/25/2022 closing.
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