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CMBS - iShares CMBS ETF
Implied Volatility Analysis

Implied Volatility:
19.4%

iShares CMBS ETF has an Implied Volatility (IV) of 19.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CMBS is 24 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for CMBS is 0.59 standard deviations away from its 1 year mean.

Market Cap$640.31M
Dividend Yield2.80% ($1.29)
Next Dividend Date11/1/2022 (27d)
Implied Volatility (IV) 30d
19.37
Implied Volatility Rank (IVR) 1y
23.80
Implied Volatility Percentile (IVP) 1y
85.20
Historical Volatility (HV) 30d
6.99
IV / HV
2.77
Open Interest
1.16K
Option Volume
10.00

Data was calculated after the 10/4/2022 closing.

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