← Back to Stock / ETF implied volatility screener

EWZS - iShares MSCI Brazil Small-Cap ETF
Implied Volatility Analysis

Implied Volatility:
280.8%

iShares MSCI Brazil Small-Cap ETF has an Implied Volatility (IV) of 280.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EWZS is 100 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for EWZS is 0.68 standard deviations away from its 1 year mean.

Market Cap$78.43M
Dividend Yield4.55% ($0.55)
Next Dividend Date12/13/2022 (15d)
Implied Volatility (IV) 30d
280.83
Implied Volatility Rank (IVR) 1y
100.00
Implied Volatility Percentile (IVP) 1y
100.00
Historical Volatility (HV) 30d
58.41
IV / HV
4.81

Data was calculated after the 11/25/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.