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

Implied Volatility:
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 Yield1.82% ($1.92)
Next Dividend Date12/13/2022 (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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