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GYLD - Arrow Dow Jones Global Yield ETF
Implied Volatility Analysis

Implied Volatility:
94.5%

Arrow Dow Jones Global Yield ETF has an Implied Volatility (IV) of 94.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GYLD is 42 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for GYLD is 0.89 standard deviations away from its 1 year mean.

Market Cap$28.07M
Dividend Yield4.68% ($0.60)
Implied Volatility (IV) 30d
94.51
Implied Volatility Rank (IVR) 1y
42.29
Implied Volatility Percentile (IVP) 1y
87.50
Historical Volatility (HV) 30d
14.01
IV / HV
6.75
Open Interest
225.00

Data was calculated after the 9/21/2022 closing.

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