← Back to Stock / ETF implied volatility screener

CRAK - VanEck Oil Refiners ETF
Implied Volatility Analysis

Implied Volatility:
100.3%

VanEck Oil Refiners ETF has an Implied Volatility (IV) of 100.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CRAK is 42 and the Implied Volatility Percentile (IVP) is 95. The current Implied Volatility Index for CRAK is 1.87 standard deviations away from its 1 year mean.

Market Cap$34.76M
Dividend Yield2.42% ($0.65)
Next Dividend Date12/19/2022 (83d)
Implied Volatility (IV) 30d
100.32
Implied Volatility Rank (IVR) 1y
42.42
Implied Volatility Percentile (IVP) 1y
94.78
Historical Volatility (HV) 30d
30.08
IV / HV
3.34
Open Interest
1.07K
Option Volume
53.00

Data was calculated after the 9/26/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.