← Back to Stock / ETF implied volatility screener

VNLA - Janus Henderson Short Duration Income ETF
Implied Volatility Analysis

Implied Volatility:
45.1%

Janus Henderson Short Duration Income ETF has an Implied Volatility (IV) of 45.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VNLA is 36 and the Implied Volatility Percentile (IVP) is 71. The current Implied Volatility Index for VNLA is 0.27 standard deviations away from its 1 year mean.

Market Cap$2.56B
Dividend Yield1.86% ($0.90)
Implied Volatility (IV) 30d
45.08
Implied Volatility Rank (IVR) 1y
35.80
Implied Volatility Percentile (IVP) 1y
70.82
Historical Volatility (HV) 30d
1.47
IV / HV
30.67

Data was calculated after the 9/28/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.