← Back to Stock / ETF implied volatility screener

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

Implied Volatility:
7.6%
Put/Call-Ratio:
33.67

Vanguard Short-Term Inflation-Protected Securities Index Fund has an Implied Volatility (IV) of 7.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VTIP is 8 and the Implied Volatility Percentile (IVP) is 35. The current Implied Volatility Index for VTIP is -0.43 standard deviations away from its 1 year mean.

Market Cap$18.28B
Dividend Yield6.19% ($2.97)
Next Dividend Date12/23/2022 (15d)
Implied Volatility (IV) 30d
7.56
Implied Volatility Rank (IVR) 1y
7.77
Implied Volatility Percentile (IVP) 1y
35.01
Historical Volatility (HV) 30d
4.45
IV / HV
1.70
Open Interest
2.18K
Option Volume
104.00
Put/Call Ratio (Volume)
33.67

Data was calculated after the 12/7/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.