← Back to Stock / ETF implied volatility screener

IJR - iShares Core S&P Small-Cap ETF
Implied Volatility Analysis

Implied Volatility:
32.5%
Put/Call-Ratio:
0.54

iShares Core S&P Small-Cap ETF has an Implied Volatility (IV) of 32.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IJR is 65 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for IJR is 1.08 standard deviations away from its 1 year mean.

Market Cap$61.49B
Dividend Yield1.87% ($1.70)
Next Dividend Date9/26/2022 (2d) !
Implied Volatility (IV) 30d
32.52
Implied Volatility Rank (IVR) 1y
65.01
Implied Volatility Percentile (IVP) 1y
85.20
Historical Volatility (HV) 30d
25.07
IV / HV
1.30
Open Interest
34.23K
Option Volume
311.00
Put/Call Ratio (Volume)
0.54

Data was calculated after the 9/23/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.