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VGSH - Vanguard Short-Term Treasury ETF
Implied Volatility Analysis

Implied Volatility:
5.2%
Put/Call-Ratio:
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 Yield1.49% ($0.87)
Next Dividend Date4/3/2023 (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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