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VGLT - Vanguard Long-Term Treasury ETF
Implied Volatility Analysis

Implied Volatility:
22.6%
Put/Call-Ratio:
0.33

Vanguard Long-Term Treasury ETF has an Implied Volatility (IV) of 22.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VGLT is 45 and the Implied Volatility Percentile (IVP) is 76. The current Implied Volatility Index for VGLT is 0.67 standard deviations away from its 1 year mean.

Market Cap$3.55B
Dividend Yield2.62% ($1.67)
Next Dividend Date11/1/2022 (27d)
Implied Volatility (IV) 30d
22.65
Implied Volatility Rank (IVR) 1y
45.41
Implied Volatility Percentile (IVP) 1y
75.74
Historical Volatility (HV) 30d
22.63
IV / HV
1.00
Open Interest
1.94K
Option Volume
4.00
Put/Call Ratio (Volume)
0.33

Data was calculated after the 10/4/2022 closing.

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