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EMB - iShares J.P. Morgan USD Emerging Markets Bond ETF
Implied Volatility Analysis

Implied Volatility:
20.9%
Put/Call-Ratio:
0.04

iShares J.P. Morgan USD Emerging Markets Bond ETF has an Implied Volatility (IV) of 20.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EMB is 45 and the Implied Volatility Percentile (IVP) is 76. The current Implied Volatility Index for EMB is 0.67 standard deviations away from its 1 year mean.

Market Cap$14.22B
Dividend Yield4.95% ($4.21)
Next Dividend Date12/1/2022 (3d) !
Implied Volatility (IV) 30d
20.86
Implied Volatility Rank (IVR) 1y
44.62
Implied Volatility Percentile (IVP) 1y
75.94
Historical Volatility (HV) 30d
20.81
IV / HV
1.00
Open Interest
378.35K
Option Volume
2.15K
Put/Call Ratio (Volume)
0.04

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

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