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VTEB - Vanguard Tax-Exempt Bond ETF
Implied Volatility Analysis

Implied Volatility:
8.4%

Vanguard Tax-Exempt Bond ETF has an Implied Volatility (IV) of 8.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VTEB is 19 and the Implied Volatility Percentile (IVP) is 40. The current Implied Volatility Index for VTEB is -0.27 standard deviations away from its 1 year mean.

Market Cap$17.93B
Dividend Yield1.75% ($0.89)
Next Dividend Date9/1/2022 (17d)
Implied Volatility (IV) 30d
8.39
Implied Volatility Rank (IVR) 1y
19.07
Implied Volatility Percentile (IVP) 1y
40.40
Historical Volatility (HV) 30d
3.90
IV / HV
2.15
Open Interest
613.00
Option Volume
1.00

Data was calculated after the 8/12/2022 closing.

This stock chart shows VTEB Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for VTEB Vanguard Tax-Exempt Bond ETF over a one year time horizon.
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