← Back to Stock / ETF implied volatility screenerEMB - iShares J.P. Morgan USD Emerging Markets Bond ETF
EMB - iShares J.P. Morgan USD Emerging Markets Bond ETF
Implied Volatility Analysis
Implied Volatility:
19.9%
19.9%
Put/Call-Ratio:
3.35
3.35
iShares J.P. Morgan USD Emerging Markets Bond ETF has an Implied Volatility (IV) of 19.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EMB is 22 and the Implied Volatility Percentile (IVP) is 59. The current Implied Volatility Index for EMB is 0.01 standard deviations away from its 1 year mean.
| Market Cap | $14.83B |
|---|---|
| Dividend Yield | 4.83% ($4.14) |
| Next Dividend Date | 4/3/2023 (2d) ! |
| Implied Volatility (IV) 30d | 19.95 |
| Implied Volatility Rank (IVR) 1y | 21.67 |
| Implied Volatility Percentile (IVP) 1y | 59.38 |
| Historical Volatility (HV) 30d | 9.19 |
| IV / HV | 2.17 |
| Open Interest | 236.83K |
| Option Volume | 9.18K |
| Put/Call Ratio (Volume) | 3.35 |
Data was calculated after the 3/31/2023 closing.
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