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IJJ - iShares S&P Mid-Cap 400 Value ETF
Implied Volatility Analysis

Implied Volatility:
58.3%

iShares S&P Mid-Cap 400 Value ETF has an Implied Volatility (IV) of 58.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IJJ is 53 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for IJJ is 1.84 standard deviations away from its 1 year mean.

Market Cap$6.64B
Dividend Yield1.96% ($1.83)
Next Dividend Date9/26/2022 (94d)
Implied Volatility (IV) 30d
58.31
Implied Volatility Rank (IVR) 1y
52.53
Implied Volatility Percentile (IVP) 1y
98.37
Historical Volatility (HV) 30d
30.37
IV / HV
1.92
Open Interest
46.00
Option Volume
7.00

Data was calculated after the 6/23/2022 closing.

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