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EFZ - ProShares Short MSCI EAFE
Implied Volatility Analysis

Implied Volatility:
32.3%

ProShares Short MSCI EAFE has an Implied Volatility (IV) of 32.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EFZ is 10 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for EFZ is -0.48 standard deviations away from its 1 year mean.

Market Cap$137.05M
Next Dividend Date12/22/2022 (90d)
Implied Volatility (IV) 30d
32.29
Implied Volatility Rank (IVR) 1y
10.05
Implied Volatility Percentile (IVP) 1y
36.55
Historical Volatility (HV) 30d
21.38
IV / HV
1.51
Open Interest
62.00
Option Volume
1.00

Data was calculated after the 9/22/2022 closing.

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