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AVLV - Avantis U.S. Large Cap Value ETF
Implied Volatility Analysis

Implied Volatility:
49.4%

Avantis U.S. Large Cap Value ETF has an Implied Volatility (IV) of 49.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AVLV is 40 and the Implied Volatility Percentile (IVP) is 22. The current Implied Volatility Index for AVLV is -1.00 standard deviations away from its 1 year mean.

Market Cap$685.66M
Dividend Yield1.32% ($0.70)
Next Dividend Date12/15/2022 (17d)
Implied Volatility (IV) 30d
49.38
Implied Volatility Rank (IVR) 1y
39.61
Implied Volatility Percentile (IVP) 1y
22.22
Historical Volatility (HV) 30d
24.26
IV / HV
2.04

Data was calculated after the 11/25/2022 closing.

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