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CMF - iShares California Muni Bond ETF
Implied Volatility Analysis

Implied Volatility:
10.5%

iShares California Muni Bond ETF has an Implied Volatility (IV) of 10.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CMF is 14 and the Implied Volatility Percentile (IVP) is 48. The current Implied Volatility Index for CMF is -0.32 standard deviations away from its 1 year mean.

Market Cap$1.78B
Dividend Yield1.81% ($1.00)
Next Dividend Date10/3/2022 (11d) !
Implied Volatility (IV) 30d
10.52
Implied Volatility Rank (IVR) 1y
13.94
Implied Volatility Percentile (IVP) 1y
48.42
Historical Volatility (HV) 30d
4.13
IV / HV
2.55
Open Interest
698.00
Option Volume
18.00

Data was calculated after the 9/21/2022 closing.

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