← Back to Stock / ETF implied volatility screener

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

Implied Volatility:
21.9%

Schwab Fundamental U.S. Large Company Index ETF has an Implied Volatility (IV) of 21.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FNDX is 4 and the Implied Volatility Percentile (IVP) is 4. The current Implied Volatility Index for FNDX is -1.32 standard deviations away from its 1 year mean.

Market Cap$10.35B
Dividend Yield2.07% ($1.12)
Next Dividend Date6/21/2023 (81d)
Implied Volatility (IV) 30d
21.91
Implied Volatility Rank (IVR) 1y
4.35
Implied Volatility Percentile (IVP) 1y
3.57
Historical Volatility (HV) 30d
19.02
IV / HV
1.15
Open Interest
48.00
Option Volume
1.00

Data was calculated after the 3/31/2023 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.