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ESGU - iShares Trust iShares ESG Aware MSCI USA ETF
Implied Volatility Analysis

Implied Volatility:
64.2%

iShares Trust iShares ESG Aware MSCI USA ETF has an Implied Volatility (IV) of 64.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ESGU is 24 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for ESGU is 0.28 standard deviations away from its 1 year mean.

Market Cap$20.10B
Dividend Yield1.48% ($1.29)
Next Dividend Date12/13/2022 (5d) !
Implied Volatility (IV) 30d
64.19
Implied Volatility Rank (IVR) 1y
24.47
Implied Volatility Percentile (IVP) 1y
83.55
Historical Volatility (HV) 30d
26.99
IV / HV
2.38
Open Interest
31.00

Data was calculated after the 12/7/2022 closing.

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