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IDEV - iShares Core MSCI International Developed Markets ETF
Implied Volatility Analysis

Implied Volatility:
37.8%

iShares Core MSCI International Developed Markets ETF has an Implied Volatility (IV) of 37.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IDEV is 10 and the Implied Volatility Percentile (IVP) is 4. The current Implied Volatility Index for IDEV is -1.43 standard deviations away from its 1 year mean.

Market Cap$10.18B
Dividend Yield2.57% ($1.50)
Next Dividend Date6/7/2023 (75d)
Implied Volatility (IV) 30d
37.78
Implied Volatility Rank (IVR) 1y
10.27
Implied Volatility Percentile (IVP) 1y
4.37
Historical Volatility (HV) 30d
18.71
IV / HV
2.02
Open Interest
8.00

Data was calculated after the 3/23/2023 closing.

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