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EWJ - iShares MSCI Japan ETF
Implied Volatility Analysis

Implied Volatility:
23.5%
Put/Call-Ratio:
0.35

iShares MSCI Japan ETF has an Implied Volatility (IV) of 23.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EWJ is 36 and the Implied Volatility Percentile (IVP) is 80. The current Implied Volatility Index for EWJ is 0.85 standard deviations away from its 1 year mean.

Market Cap$9.26B
Dividend Yield2.72% ($1.43)
Next Dividend Date12/13/2022 (172d)
Implied Volatility (IV) 30d
23.53
Implied Volatility Rank (IVR) 1y
35.53
Implied Volatility Percentile (IVP) 1y
80.40
Historical Volatility (HV) 30d
18.20
IV / HV
1.29
Open Interest
130.40K
Option Volume
6.23K
Put/Call Ratio (Volume)
0.35

Data was calculated after the 6/23/2022 closing.

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