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EWA - iShares MSCI Australia ETF
Implied Volatility Analysis

Implied Volatility:
31.3%
Put/Call-Ratio:
75.00

iShares MSCI Australia ETF has an Implied Volatility (IV) of 31.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EWA is 45 and the Implied Volatility Percentile (IVP) is 77. The current Implied Volatility Index for EWA is 0.70 standard deviations away from its 1 year mean.

Market Cap$1.53B
Dividend Yield7.69% ($1.60)
Next Dividend Date12/13/2022 (81d)
Implied Volatility (IV) 30d
31.30
Implied Volatility Rank (IVR) 1y
45.46
Implied Volatility Percentile (IVP) 1y
77.25
Historical Volatility (HV) 30d
24.69
IV / HV
1.27
Open Interest
10.61K
Option Volume
152.00
Put/Call Ratio (Volume)
75.00

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

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