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AVUV - Avantis U.S. Small Cap Value ETF
Implied Volatility Analysis

Implied Volatility:
56.6%

Avantis U.S. Small Cap Value ETF has an Implied Volatility (IV) of 56.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AVUV is 43 and the Implied Volatility Percentile (IVP) is 74. The current Implied Volatility Index for AVUV is 0.56 standard deviations away from its 1 year mean.

Market Cap$3.36B
Dividend Yield2.04% ($1.35)
Next Dividend Date12/15/2022 (72d)
Implied Volatility (IV) 30d
56.61
Implied Volatility Rank (IVR) 1y
42.57
Implied Volatility Percentile (IVP) 1y
74.49
Historical Volatility (HV) 30d
30.33
IV / HV
1.87
Open Interest
41.00
Option Volume
1.00

Data was calculated after the 10/3/2022 closing.

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