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VGSH - Vanguard Short-Term Treasury ETF
Implied Volatility Analysis

Implied Volatility:
6.4%

Vanguard Short-Term Treasury ETF has an Implied Volatility (IV) of 6.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VGSH is 10 and the Implied Volatility Percentile (IVP) is 55. The current Implied Volatility Index for VGSH is -0.25 standard deviations away from its 1 year mean.

Market Cap$16.88B
Dividend Yield1.15% ($0.67)
Next Dividend Date12/1/2022 (3d) !
Implied Volatility (IV) 30d
6.39
Implied Volatility Rank (IVR) 1y
9.81
Implied Volatility Percentile (IVP) 1y
55.34
Historical Volatility (HV) 30d
2.52
IV / HV
2.54
Open Interest
956.00

Data was calculated after the 11/25/2022 closing.

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