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EWJ - iShares MSCI Japan ETF
Implied Volatility Analysis

Implied Volatility:
22.9%
Put/Call-Ratio:
0.20

iShares MSCI Japan ETF has an Implied Volatility (IV) of 22.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EWJ is 32 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for EWJ is 0.21 standard deviations away from its 1 year mean.

Market Cap$9.20B
Dividend Yield2.61% ($1.43)
Next Dividend Date12/13/2022 (5d) !
Implied Volatility (IV) 30d
22.89
Implied Volatility Rank (IVR) 1y
32.18
Implied Volatility Percentile (IVP) 1y
61.66
Historical Volatility (HV) 30d
25.24
IV / HV
0.91
Open Interest
271.64K
Option Volume
243.00
Put/Call Ratio (Volume)
0.20

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

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