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GCC - WisdomTree EnhancedContinuous Commodity Index Fund
Implied Volatility Analysis

Implied Volatility:
162.6%

WisdomTree EnhancedContinuous Commodity Index Fund has an Implied Volatility (IV) of 162.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GCC is 50 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for GCC is 0.81 standard deviations away from its 1 year mean.

Market Cap$274.98M
Dividend Yield0.00% ($0.00)
Next Dividend Date12/23/2022 (80d)
Implied Volatility (IV) 30d
162.59
Implied Volatility Rank (IVR) 1y
49.84
Implied Volatility Percentile (IVP) 1y
80.72
Historical Volatility (HV) 30d
22.83
IV / HV
7.12
Open Interest
646.00

Data was calculated after the 10/3/2022 closing.

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