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FNDF - Schwab Fundamental International Large Company Index ETF
Implied Volatility Analysis

Implied Volatility:
63.2%

Schwab Fundamental International Large Company Index ETF has an Implied Volatility (IV) of 63.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FNDF is 37 and the Implied Volatility Percentile (IVP) is 72. The current Implied Volatility Index for FNDF is 0.36 standard deviations away from its 1 year mean.

Market Cap$7.11B
Dividend Yield3.93% ($1.11)
Next Dividend Date12/7/2022 (166d)
Implied Volatility (IV) 30d
63.16
Implied Volatility Rank (IVR) 1y
37.24
Implied Volatility Percentile (IVP) 1y
72.06
Historical Volatility (HV) 30d
21.47
IV / HV
2.94
Open Interest
46.00

Data was calculated after the 6/23/2022 closing.

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