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

Implied Volatility:
41.9%

iShares Trust iShares ESG Aware MSCI USA ETF has an Implied Volatility (IV) of 41.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ESGU is 11 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for ESGU is -0.55 standard deviations away from its 1 year mean.

Market Cap$21.14B
Dividend Yield1.45% ($1.22)
Next Dividend Date9/26/2022 (86d)
Implied Volatility (IV) 30d
41.94
Implied Volatility Rank (IVR) 1y
10.75
Implied Volatility Percentile (IVP) 1y
10.10
Historical Volatility (HV) 30d
30.32
IV / HV
1.38
Open Interest
54.00

Data was calculated after the 7/1/2022 closing.

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