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CMDY - iShares Bloomberg Roll Select Commodity Strategy ETF
Implied Volatility Analysis

Implied Volatility:
81.4%

iShares Bloomberg Roll Select Commodity Strategy ETF has an Implied Volatility (IV) of 81.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CMDY is 39 and the Implied Volatility Percentile (IVP) is 87. The current Implied Volatility Index for CMDY is 0.60 standard deviations away from its 1 year mean.

Market Cap$341.52M
Dividend Yield13.64% ($7.96)
Next Dividend Date12/13/2022 (11d) !
Implied Volatility (IV) 30d
81.44
Implied Volatility Rank (IVR) 1y
39.39
Implied Volatility Percentile (IVP) 1y
87.08
Historical Volatility (HV) 30d
18.80
IV / HV
4.33
Open Interest
4.00

Data was calculated after the 12/1/2022 closing.

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