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EWX - S&P Emerging Markets Small Cap ETF
Implied Volatility Analysis

Implied Volatility:
40.3%

S&P Emerging Markets Small Cap ETF has an Implied Volatility (IV) of 40.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EWX is 94 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for EWX is 3.45 standard deviations away from its 1 year mean.

Market Cap$544.10M
Dividend Yield3.96% ($1.82)
Next Dividend Date12/20/2022 (81d)
Implied Volatility (IV) 30d
40.29
Implied Volatility Rank (IVR) 1y
93.84
Implied Volatility Percentile (IVP) 1y
99.60
Historical Volatility (HV) 30d
18.89
IV / HV
2.13
Open Interest
50.00
Option Volume
42.00

Data was calculated after the 9/29/2022 closing.

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