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EWC - iShares MSCI Canada ETF
Implied Volatility Analysis

Implied Volatility:
40.8%
Put/Call-Ratio:
43.10

iShares MSCI Canada ETF has an Implied Volatility (IV) of 40.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EWC is 28 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for EWC is 1.71 standard deviations away from its 1 year mean.

Market Cap$3.29B
Dividend Yield2.44% ($0.75)
Next Dividend Date12/13/2022 (75d)
Implied Volatility (IV) 30d
40.77
Implied Volatility Rank (IVR) 1y
28.47
Implied Volatility Percentile (IVP) 1y
98.80
Historical Volatility (HV) 30d
27.17
IV / HV
1.50
Open Interest
1.12M
Option Volume
36.69K
Put/Call Ratio (Volume)
43.10

Data was calculated after the 9/28/2022 closing.

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