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 Yield | 1.75% ($0.89) |
Next Dividend Date | 9/1/2022 (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.