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VGIT - Vanguard Intermediate-Term Treasury ETF
Implied Volatility Analysis

Implied Volatility:
11.6%
Put/Call-Ratio:
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 Yield1.94% ($1.12)
Next Dividend Date4/3/2023 (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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