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ENZL - iShares MSCI New Zealand ETF
Implied Volatility Analysis

Implied Volatility:
88.3%

iShares MSCI New Zealand ETF has an Implied Volatility (IV) of 88.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ENZL is 40 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for ENZL is 1.24 standard deviations away from its 1 year mean.

Market Cap$117.05M
Dividend Yield2.92% ($1.42)
Next Dividend Date12/13/2022 (11d) !
Implied Volatility (IV) 30d
88.26
Implied Volatility Rank (IVR) 1y
39.70
Implied Volatility Percentile (IVP) 1y
84.19
Historical Volatility (HV) 30d
30.72
IV / HV
2.87
Open Interest
373.00
Option Volume
4.00

Data was calculated after the 12/1/2022 closing.

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