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

Implied Volatility:
17.2%
Put/Call-Ratio:
0.99

iShares J.P. Morgan USD Emerging Markets Bond ETF has an Implied Volatility (IV) of 17.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EMB is 43 and the Implied Volatility Percentile (IVP) is 78. The current Implied Volatility Index for EMB is 0.81 standard deviations away from its 1 year mean.

Market Cap$16.20B
Dividend Yield4.68% ($4.20)
Next Dividend Date9/1/2022 (19d)
Implied Volatility (IV) 30d
17.19
Implied Volatility Rank (IVR) 1y
43.37
Implied Volatility Percentile (IVP) 1y
77.87
Historical Volatility (HV) 30d
17.10
IV / HV
1.01
Open Interest
471.75K
Option Volume
38.61K
Put/Call Ratio (Volume)
0.99

Data was calculated after the 8/11/2022 closing.

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