Vanguard Tax-Exempt Bond ETF has an Implied Volatility (IV) of 7.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VTEB is 2 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for VTEB is -0.67 standard deviations away from its 1 year mean.
Market Cap | $25.80B |
---|---|
Dividend Yield | 2.18% ($1.10) |
Next Dividend Date | 4/3/2023 (1d) ! |
Implied Volatility (IV) 30d | 7.90 |
Implied Volatility Rank (IVR) 1y | 1.50 |
Implied Volatility Percentile (IVP) 1y | 9.89 |
Historical Volatility (HV) 30d | 3.77 |
IV / HV | 2.10 |
Open Interest | 2.00K |
Data was calculated after the 3/31/2023 closing.