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EPP - iShares MSCI Pacific ex Japan ETF
Implied Volatility Analysis

Implied Volatility:
53.1%

iShares MSCI Pacific ex Japan ETF has an Implied Volatility (IV) of 53.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EPP is 69 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for EPP is 2.30 standard deviations away from its 1 year mean.

Market Cap$2.04B
Dividend Yield6.70% ($2.68)
Next Dividend Date12/13/2022 (81d)
Implied Volatility (IV) 30d
53.07
Implied Volatility Rank (IVR) 1y
69.11
Implied Volatility Percentile (IVP) 1y
96.80
Historical Volatility (HV) 30d
21.28
IV / HV
2.49
Open Interest
130.00

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

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