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VGIT - Vanguard Intermediate-Term Treasury ETF
Implied Volatility Analysis

Implied Volatility:
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 Yield2.15% ($1.27)
Next Dividend Date12/1/2022 (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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