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DWAS - Invesco DWA SmallCap Momentum ETF
Implied Volatility Analysis

Implied Volatility:
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 Yield0.68% ($0.52)
Next Dividend Date12/19/2022 (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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