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 Yield | 1.94% ($1.12) |
Next Dividend Date | 4/3/2023 (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.