← Back to Stock / ETF implied volatility screener# DWAS - Invesco DWA SmallCap Momentum ETF

Implied Volatility Analysis

**Implied Volatility:**

41.3%

Implied Volatility Analysis

41.3%

**Invesco DWA SmallCap Momentum ETF** has an **Implied Volatility (IV)** of **41.3%** p.a. for a constant maturity of 30 days. The **Implied Volatility Rank (IVR)** for DWAS is **21** and the **Implied Volatility Percentile (IVP)** is **13**. The current Implied Volatility Index for DWAS is -1.21 standard deviations away from its 1 year mean.

Market Cap | $421.52M |
---|---|

Dividend Yield | 0.68% ($0.52) |

Next Dividend Date | 12/19/2022 (21d) |

Implied Volatility (IV) 30d | 41.26 |

Implied Volatility Rank (IVR) 1y | 20.61 |

Implied Volatility Percentile (IVP) 1y | 12.80 |

Historical Volatility (HV) 30d | 27.28 |

IV / HV | 1.51 |

Open Interest | 36.00 |

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

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