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BZQ - ProShares UltraShort MSCI Brazil Capped ETF -2x Shares
Implied Volatility Analysis

Implied Volatility:
123.3%

ProShares UltraShort MSCI Brazil Capped ETF -2x Shares has an Implied Volatility (IV) of 123.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BZQ is 85 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for BZQ is 2.35 standard deviations away from its 1 year mean.

Market Cap$17.60M
Implied Volatility (IV) 30d
123.30
Implied Volatility Rank (IVR) 1y
84.90
Implied Volatility Percentile (IVP) 1y
97.17
Historical Volatility (HV) 30d
75.35
IV / HV
1.64
Open Interest
1.19K
Option Volume
605.00

Data was calculated after the 9/30/2022 closing.

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