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VTIP - Vanguard Short-Term Inflation-Protected Securities Index Fund
Implied Volatility Analysis

Implied Volatility:
10.7%
Put/Call-Ratio:
2.00

Vanguard Short-Term Inflation-Protected Securities Index Fund has an Implied Volatility (IV) of 10.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VTIP is 36 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for VTIP is 1.32 standard deviations away from its 1 year mean.

Market Cap$20.94B
Dividend Yield5.44% ($2.75)
Next Dividend Date7/1/2022 (3d) !
Implied Volatility (IV) 30d
10.71
Implied Volatility Rank (IVR) 1y
36.46
Implied Volatility Percentile (IVP) 1y
91.84
Historical Volatility (HV) 30d
5.50
IV / HV
1.95
Open Interest
5.17K
Option Volume
33.00
Put/Call Ratio (Volume)
2.00

Data was calculated after the 6/27/2022 closing.

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