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ANGL - VanEck Fallen Angel High Yield Bond ETF
Implied Volatility Analysis

Implied Volatility:
30.6%
Put/Call-Ratio:
1.00

VanEck Fallen Angel High Yield Bond ETF has an Implied Volatility (IV) of 30.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ANGL is 26 and the Implied Volatility Percentile (IVP) is 80. The current Implied Volatility Index for ANGL is 0.73 standard deviations away from its 1 year mean.

Market Cap$2.96B
Dividend Yield4.55% ($1.21)
Next Dividend Date10/3/2022 (2d) !
Implied Volatility (IV) 30d
30.56
Implied Volatility Rank (IVR) 1y
25.58
Implied Volatility Percentile (IVP) 1y
80.27
Historical Volatility (HV) 30d
12.84
IV / HV
2.38
Open Interest
1.98K
Option Volume
2.00
Put/Call Ratio (Volume)
1.00

Data was calculated after the 9/29/2022 closing.

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