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EWZ - iShares MSCI Brazil ETF
Implied Volatility Analysis

Implied Volatility:
38.8%
Put/Call-Ratio:
0.13

iShares MSCI Brazil ETF has an Implied Volatility (IV) of 38.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EWZ is 18 and the Implied Volatility Percentile (IVP) is 64. The current Implied Volatility Index for EWZ is 0.05 standard deviations away from its 1 year mean.

Market Cap$4.90B
Dividend Yield12.79% ($3.54)
Next Dividend Date12/13/2022 (165d)
Implied Volatility (IV) 30d
38.75
Implied Volatility Rank (IVR) 1y
18.05
Implied Volatility Percentile (IVP) 1y
63.64
Historical Volatility (HV) 30d
29.68
IV / HV
1.31
Open Interest
2.03M
Option Volume
116.70K
Put/Call Ratio (Volume)
0.13

Data was calculated after the 6/29/2022 closing.

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