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DEEP - Roundhill Acquirers Deep Value ETF
Implied Volatility Analysis

Implied Volatility:
110.2%

Roundhill Acquirers Deep Value ETF has an Implied Volatility (IV) of 110.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DEEP is 50 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for DEEP is 1.53 standard deviations away from its 1 year mean.

Market Cap$38.65M
Dividend Yield1.50% ($0.43)
Implied Volatility (IV) 30d
110.16
Implied Volatility Rank (IVR) 1y
49.57
Implied Volatility Percentile (IVP) 1y
92.40
Historical Volatility (HV) 30d
22.92
IV / HV
4.81
Open Interest
45.00
Option Volume
4.00

Data was calculated after the 9/23/2022 closing.

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