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COMT - iShares GSCI Commodity Dynamic Roll Strategy ETF
Implied Volatility Analysis

Implied Volatility:
95.8%

iShares GSCI Commodity Dynamic Roll Strategy ETF has an Implied Volatility (IV) of 95.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for COMT is 35 and the Implied Volatility Percentile (IVP) is 79. The current Implied Volatility Index for COMT is 0.81 standard deviations away from its 1 year mean.

Market Cap$2.28B
Dividend Yield15.57% ($5.49)
Next Dividend Date12/13/2022 (75d)
Implied Volatility (IV) 30d
95.83
Implied Volatility Rank (IVR) 1y
35.23
Implied Volatility Percentile (IVP) 1y
79.05
Historical Volatility (HV) 30d
29.66
IV / HV
3.23
Open Interest
750.00
Option Volume
7.00

Data was calculated after the 9/28/2022 closing.

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