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FALN - iShares Fallen Angels USD Bond ETF
Implied Volatility Analysis

Implied Volatility:
63.6%

iShares Fallen Angels USD Bond ETF has an Implied Volatility (IV) of 63.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FALN is 55 and the Implied Volatility Percentile (IVP) is 87. The current Implied Volatility Index for FALN is 1.43 standard deviations away from its 1 year mean.

Market Cap$2.37B
Dividend Yield4.44% ($1.10)
Next Dividend Date10/3/2022 (15d)
Implied Volatility (IV) 30d
63.61
Implied Volatility Rank (IVR) 1y
54.73
Implied Volatility Percentile (IVP) 1y
87.20
Historical Volatility (HV) 30d
11.54
IV / HV
5.51
Open Interest
418.00
Option Volume
4.00

Data was calculated after the 9/16/2022 closing.

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