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IEUR - iShares Core MSCI Europe ETF
Implied Volatility Analysis

Implied Volatility:
55.3%

iShares Core MSCI Europe ETF has an Implied Volatility (IV) of 55.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IEUR is 38 and the Implied Volatility Percentile (IVP) is 83. The current Implied Volatility Index for IEUR is 0.84 standard deviations away from its 1 year mean.

Market Cap$3.32B
Dividend Yield4.30% ($1.81)
Next Dividend Date12/13/2022 (82d)
Implied Volatility (IV) 30d
55.34
Implied Volatility Rank (IVR) 1y
38.22
Implied Volatility Percentile (IVP) 1y
83.20
Historical Volatility (HV) 30d
24.12
IV / HV
2.29
Open Interest
572.00
Option Volume
7.00

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

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