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VGSH - Vanguard Short-Term Treasury ETF
Implied Volatility Analysis

Implied Volatility:
5.6%
Put/Call-Ratio:
0.01

Vanguard Short-Term Treasury ETF has an Implied Volatility (IV) of 5.6% 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 44. The current Implied Volatility Index for VGSH is -0.26 standard deviations away from its 1 year mean.

Market Cap$14.79B
Dividend Yield0.70% ($0.41)
Next Dividend Date8/1/2022 (29d)
Implied Volatility (IV) 30d
5.58
Implied Volatility Rank (IVR) 1y
8.01
Implied Volatility Percentile (IVP) 1y
44.27
Historical Volatility (HV) 30d
3.33
IV / HV
1.68
Open Interest
2.18K
Option Volume
155.00
Put/Call Ratio (Volume)
0.01

Data was calculated after the 7/1/2022 closing.

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