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VTEB - Vanguard Tax-Exempt Bond ETF
Implied Volatility Analysis

Implied Volatility:
10.0%

Vanguard Tax-Exempt Bond ETF has an Implied Volatility (IV) of 10.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VTEB is 28 and the Implied Volatility Percentile (IVP) is 58. The current Implied Volatility Index for VTEB is 0.03 standard deviations away from its 1 year mean.

Market Cap$21.63B
Dividend Yield1.92% ($0.95)
Next Dividend Date12/1/2022 (3d) !
Implied Volatility (IV) 30d
9.98
Implied Volatility Rank (IVR) 1y
27.56
Implied Volatility Percentile (IVP) 1y
58.07
Historical Volatility (HV) 30d
5.51
IV / HV
1.81
Open Interest
883.00

Data was calculated after the 11/25/2022 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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