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VMBS - Vanguard Mortgage-Backed Securities ETF
Implied Volatility Analysis

Implied Volatility:
12.6%
Put/Call-Ratio:
2.44

Vanguard Mortgage-Backed Securities ETF has an Implied Volatility (IV) of 12.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VMBS is 33 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for VMBS is 1.13 standard deviations away from its 1 year mean.

Market Cap$14.49B
Dividend Yield1.45% ($0.69)
Next Dividend Date7/1/2022 (4d) !
Implied Volatility (IV) 30d
12.56
Implied Volatility Rank (IVR) 1y
32.74
Implied Volatility Percentile (IVP) 1y
85.43
Historical Volatility (HV) 30d
10.95
IV / HV
1.15
Open Interest
6.08K
Option Volume
134.00
Put/Call Ratio (Volume)
2.44

Data was calculated after the 6/24/2022 closing.

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