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EEMS - iShares MSCI Emerging Markets Small-Cap ETF
Implied Volatility Analysis

Implied Volatility:
116.6%

iShares MSCI Emerging Markets Small-Cap ETF has an Implied Volatility (IV) of 116.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EEMS is 89 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for EEMS is 4.41 standard deviations away from its 1 year mean.

Market Cap$332.79M
Dividend Yield3.61% ($1.79)
Next Dividend Date12/13/2022 (88d)
Implied Volatility (IV) 30d
116.62
Implied Volatility Rank (IVR) 1y
88.51
Implied Volatility Percentile (IVP) 1y
99.60
Historical Volatility (HV) 30d
18.10
IV / HV
6.44
Open Interest
2.00

Data was calculated after the 9/15/2022 closing.

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