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FNDX - Schwab Fundamental U.S. Large Company Index ETF
Implied Volatility Analysis

Implied Volatility:
41.5%

Schwab Fundamental U.S. Large Company Index ETF has an Implied Volatility (IV) of 41.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FNDX is 37 and the Implied Volatility Percentile (IVP) is 67. The current Implied Volatility Index for FNDX is 0.34 standard deviations away from its 1 year mean.

Market Cap$9.17B
Dividend Yield2.00% ($1.04)
Next Dividend Date9/21/2022 (85d)
Implied Volatility (IV) 30d
41.49
Implied Volatility Rank (IVR) 1y
36.88
Implied Volatility Percentile (IVP) 1y
67.37
Historical Volatility (HV) 30d
26.43
IV / HV
1.57
Open Interest
15.00

Data was calculated after the 6/27/2022 closing.

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