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VTC - Vanguard Total Corporate Bond ETF
Implied Volatility Analysis

Implied Volatility:
33.1%

Vanguard Total Corporate Bond ETF has an Implied Volatility (IV) of 33.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VTC is 62 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for VTC is 3.85 standard deviations away from its 1 year mean.

Market Cap$640.82M
Dividend Yield2.71% ($2.05)
Next Dividend Date12/23/2022 (21d)
Implied Volatility (IV) 30d
33.12
Implied Volatility Rank (IVR) 1y
61.52
Implied Volatility Percentile (IVP) 1y
98.02
Historical Volatility (HV) 30d
12.10
IV / HV
2.74
Open Interest
85.00

Data was calculated after the 12/1/2022 closing.

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