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BRF - VanEck Brazil Small-Cap ETF
Implied Volatility Analysis

Implied Volatility:
64.6%

VanEck Brazil Small-Cap ETF has an Implied Volatility (IV) of 64.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BRF is 30 and the Implied Volatility Percentile (IVP) is 71. The current Implied Volatility Index for BRF is 0.42 standard deviations away from its 1 year mean.

Market Cap$29.09M
Dividend Yield2.93% ($0.49)
Next Dividend Date12/19/2022 (86d)
Implied Volatility (IV) 30d
64.63
Implied Volatility Rank (IVR) 1y
30.36
Implied Volatility Percentile (IVP) 1y
71.01
Historical Volatility (HV) 30d
32.75
IV / HV
1.97
Open Interest
6.23K

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

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