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.
|Dividend Yield||6.19% ($2.97)|
|Next Dividend Date||12/23/2022 (15d)|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
|Put/Call Ratio (Volume)|
Data was calculated after the 12/7/2022 closing.