← Back to Stock / ETF implied volatility screener# IJJ - iShares S&P Mid-Cap 400 Value ETF

Implied Volatility Analysis

**Implied Volatility:**

34.6%

Implied Volatility Analysis

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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