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FVAL - Fidelity Value Factor ETF
Implied Volatility Analysis

Implied Volatility:
53.2%

Fidelity Value Factor ETF has an Implied Volatility (IV) of 53.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FVAL is 36 and the Implied Volatility Percentile (IVP) is 70. The current Implied Volatility Index for FVAL is 0.35 standard deviations away from its 1 year mean.

Market Cap$443.88M
Dividend Yield2.00% ($0.82)
Implied Volatility (IV) 30d
53.20
Implied Volatility Rank (IVR) 1y
35.74
Implied Volatility Percentile (IVP) 1y
70.07
Historical Volatility (HV) 30d
22.97
IV / HV
2.32
Open Interest
19.00

Data was calculated after the 9/26/2022 closing.

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