iShares Treasury Floating Rate Bond ETF (TFLO)'s 30-day implied volatility (IV30) was 2.2% at the close on November 6, 2026, against a 52-week range of 1.7% to 10.3%. Its 20-day historical volatility was 0.3%.
Key numbers
30-day implied volatility (IV30): 2.2%
IV30 52-week range: 1.7% to 10.3% (median 8.4%)
Historical volatility: 20-day 0.3%, 1-year 0.4%
Implied move by the nearest expiration: ±0.2%
Data as of November 6, 2026.
TFLO Implied Volatility (IV) vs Historical Volatility (HV)
The TFLO IV term structure shows the implied volatility difference between different maturity dates.
