← Back to Stock / ETF implied volatility screenerFNDX - Schwab Fundamental U.S. Large Company Index ETF
FNDX - Schwab Fundamental U.S. Large Company Index ETF
Implied Volatility Analysis
Implied Volatility:
41.5%
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 Yield | 2.00% ($1.04) |
| Next Dividend Date | 9/21/2022 (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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