← Back to Stock / ETF implied volatility screenerVGSH - Vanguard Short-Term Treasury ETF
VGSH - Vanguard Short-Term Treasury ETF
Implied Volatility Analysis
Implied Volatility:
5.2%
5.2%
Put/Call-Ratio:
0.02
0.02
Vanguard Short-Term Treasury ETF has an Implied Volatility (IV) of 5.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VGSH is 8 and the Implied Volatility Percentile (IVP) is 45. The current Implied Volatility Index for VGSH is -0.38 standard deviations away from its 1 year mean.
| Market Cap | $19.59B |
|---|---|
| Dividend Yield | 1.49% ($0.87) |
| Next Dividend Date | 4/3/2023 (1d) ! |
| Implied Volatility (IV) 30d | 5.17 |
| Implied Volatility Rank (IVR) 1y | 7.84 |
| Implied Volatility Percentile (IVP) 1y | 44.70 |
| Historical Volatility (HV) 30d | 5.70 |
| IV / HV | 0.91 |
| Open Interest | 1.79K |
| Option Volume | 172.00 |
| Put/Call Ratio (Volume) | 0.02 |
Data was calculated after the 3/31/2023 closing.
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