← Back to Stock / ETF implied volatility screenerVTIP - Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP - Vanguard Short-Term Inflation-Protected Securities Index Fund
Implied Volatility Analysis
Implied Volatility:
7.0%
7.0%
Vanguard Short-Term Inflation-Protected Securities Index Fund has an Implied Volatility (IV) of 7.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VTIP is 16 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for VTIP is -0.40 standard deviations away from its 1 year mean.
| Market Cap | $15.31B |
|---|---|
| Dividend Yield | 6.55% ($3.12) |
| Next Dividend Date | 4/3/2023 (5d) ! |
| Implied Volatility (IV) 30d | 7.05 |
| Implied Volatility Rank (IVR) 1y | 16.44 |
| Implied Volatility Percentile (IVP) 1y | 36.11 |
| Historical Volatility (HV) 30d | 5.64 |
| IV / HV | 1.25 |
| Open Interest | 1.81K |
| Option Volume | 52.00 |
Data was calculated after the 3/28/2023 closing.
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