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FSTA - Fidelity MSCI Consumer Staples Index ETF
Implied Volatility Analysis

Implied Volatility:
64.7%

Fidelity MSCI Consumer Staples Index ETF has an Implied Volatility (IV) of 64.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FSTA is 56 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for FSTA is 2.12 standard deviations away from its 1 year mean.

Market Cap$1.03B
Dividend Yield2.36% ($1.00)
Implied Volatility (IV) 30d
64.74
Implied Volatility Rank (IVR) 1y
56.33
Implied Volatility Percentile (IVP) 1y
97.20
Historical Volatility (HV) 30d
18.39
IV / HV
3.52
Open Interest
126.00

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

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