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ZROZ - PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund
Implied Volatility Analysis

Implied Volatility:
36.1%
Put/Call-Ratio:
2.04

PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund has an Implied Volatility (IV) of 36.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ZROZ is 19 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for ZROZ is 0.24 standard deviations away from its 1 year mean.

Market Cap$519.01M
Dividend Yield2.50% ($2.41)
Next Dividend Date10/3/2022 (9d) !
Implied Volatility (IV) 30d
36.08
Implied Volatility Rank (IVR) 1y
18.88
Implied Volatility Percentile (IVP) 1y
68.29
Historical Volatility (HV) 30d
28.30
IV / HV
1.27
Open Interest
2.37K
Option Volume
158.00
Put/Call Ratio (Volume)
2.04

Data was calculated after the 9/23/2022 closing.

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