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VTEB - Vanguard Tax-Exempt Bond ETF
Implied Volatility Analysis

Implied Volatility:
7.9%

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 Yield2.18% ($1.10)
Next Dividend Date4/3/2023 (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.

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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