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IEMG - iShares Core MSCI Emerging Markets ETF
Implied Volatility Analysis

Implied Volatility:
24.9%
Put/Call-Ratio:
1.57

iShares Core MSCI Emerging Markets ETF has an Implied Volatility (IV) of 24.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IEMG is 33 and the Implied Volatility Percentile (IVP) is 65. The current Implied Volatility Index for IEMG is 0.22 standard deviations away from its 1 year mean.

Market Cap$65.90B
Dividend Yield3.96% ($1.95)
Next Dividend Date12/13/2022 (165d)
Implied Volatility (IV) 30d
24.86
Implied Volatility Rank (IVR) 1y
32.65
Implied Volatility Percentile (IVP) 1y
65.18
Historical Volatility (HV) 30d
24.27
IV / HV
1.02
Open Interest
1.96K
Option Volume
18.00
Put/Call Ratio (Volume)
1.57

Data was calculated after the 6/30/2022 closing.

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