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FM - iShares MSCI Frontier and Select EM ETF
Implied Volatility Analysis

Implied Volatility:
31.3%

iShares MSCI Frontier and Select EM ETF has an Implied Volatility (IV) of 31.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FM is 41 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for FM is 0.92 standard deviations away from its 1 year mean.

Market Cap$334.10M
Dividend Yield3.13% ($0.82)
Next Dividend Date12/13/2022 (78d)
Implied Volatility (IV) 30d
31.25
Implied Volatility Rank (IVR) 1y
41.44
Implied Volatility Percentile (IVP) 1y
84.00
Historical Volatility (HV) 30d
14.10
IV / HV
2.22
Open Interest
752.00
Option Volume
403.00

Data was calculated after the 9/23/2022 closing.

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