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

Implied Volatility Analysis

**Implied Volatility:**

26.9%

Implied Volatility Analysis

26.9%

**iShares S&P Mid-Cap 400 Value ETF** has an **Implied Volatility (IV)** of **26.9%** p.a. for a constant maturity of 30 days. The **Implied Volatility Rank (IVR)** for IJJ is **9** and the **Implied Volatility Percentile (IVP)** is **3**. The current Implied Volatility Index for IJJ is -1.83 standard deviations away from its 1 year mean.

Market Cap | $7.57B |
---|---|

Dividend Yield | 1.82% ($1.92) |

Next Dividend Date | 12/13/2022 (15d) |

Implied Volatility (IV) 30d | 26.92 |

Implied Volatility Rank (IVR) 1y | 9.19 |

Implied Volatility Percentile (IVP) 1y | 3.20 |

Historical Volatility (HV) 30d | 23.83 |

IV / HV | 1.13 |

Open Interest | 82.00 |

Data was calculated after the 11/25/2022 closing.

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