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EELV - Invesco S&P Emerging Markets Low Volatility ETF
Implied Volatility Analysis

Implied Volatility:
71.3%

Invesco S&P Emerging Markets Low Volatility ETF has an Implied Volatility (IV) of 71.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EELV is 26 and the Implied Volatility Percentile (IVP) is 93. The current Implied Volatility Index for EELV is 1.17 standard deviations away from its 1 year mean.

Market Cap$842.27M
Dividend Yield5.25% ($1.15)
Next Dividend Date12/19/2022 (85d)
Implied Volatility (IV) 30d
71.35
Implied Volatility Rank (IVR) 1y
25.59
Implied Volatility Percentile (IVP) 1y
92.80
Historical Volatility (HV) 30d
12.89
IV / HV
5.54
Open Interest
70.00

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

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