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DBMF - iMGP DBi Managed Futures Strategy ETF
Implied Volatility Analysis

Implied Volatility:
74.3%

iMGP DBi Managed Futures Strategy ETF has an Implied Volatility (IV) of 74.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DBMF is 50 and the Implied Volatility Percentile (IVP) is 18. The current Implied Volatility Index for DBMF is -1.06 standard deviations away from its 1 year mean.

Market Cap$1.04B
Dividend Yield8.48% ($2.68)
Implied Volatility (IV) 30d
74.28
Implied Volatility Rank (IVR) 1y
49.93
Implied Volatility Percentile (IVP) 1y
18.18
Historical Volatility (HV) 30d
17.95
IV / HV
4.14
Open Interest
81.00
Option Volume
10.00

Data was calculated after the 11/25/2022 closing.

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