← Back to Stock / ETF implied volatility screenerIJJ - iShares S&P Mid-Cap 400 Value ETF
IJJ - iShares S&P Mid-Cap 400 Value ETF
Implied Volatility Analysis
Implied Volatility:
34.6%
34.6%
iShares S&P Mid-Cap 400 Value ETF has an Implied Volatility (IV) of 34.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IJJ is 15 and the Implied Volatility Percentile (IVP) is 23. The current Implied Volatility Index for IJJ is -0.74 standard deviations away from its 1 year mean.
| Market Cap | $8.31B |
|---|---|
| Dividend Yield | 1.78% ($1.97) |
| Next Dividend Date | 3/23/2023 (3d) ! |
| Implied Volatility (IV) 30d | 34.62 |
| Implied Volatility Rank (IVR) 1y | 15.07 |
| Implied Volatility Percentile (IVP) 1y | 23.17 |
| Historical Volatility (HV) 30d | 22.35 |
| IV / HV | 1.55 |
| Open Interest | 109.00 |
| Option Volume | 11.00 |
Data was calculated after the 3/17/2023 closing.
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