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ESGD - iShares Trust iShares ESG Aware MSCI EAFE ETF
Implied Volatility Analysis

Implied Volatility:
36.5%

iShares Trust iShares ESG Aware MSCI EAFE ETF has an Implied Volatility (IV) of 36.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ESGD is 52 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for ESGD is 1.01 standard deviations away from its 1 year mean.

Market Cap$6.37B
Dividend Yield3.84% ($2.38)
Next Dividend Date12/13/2022 (178d)
Implied Volatility (IV) 30d
36.52
Implied Volatility Rank (IVR) 1y
52.33
Implied Volatility Percentile (IVP) 1y
83.64
Historical Volatility (HV) 30d
23.56
IV / HV
1.55
Open Interest
2.00

Data was calculated after the 6/17/2022 closing.

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