← Back to Stock / ETF implied volatility screenerIJS - iShares S&P Small-Cap 600 Value ETF
IJS - iShares S&P Small-Cap 600 Value ETF
Implied Volatility Analysis
Implied Volatility:
24.5%
24.5%
Put/Call-Ratio:
15.00
15.00
iShares S&P Small-Cap 600 Value ETF has an Implied Volatility (IV) of 24.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IJS is 14 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for IJS is -1.09 standard deviations away from its 1 year mean.
| Market Cap | $6.87B |
|---|---|
| Dividend Yield | 1.50% ($1.37) |
| Next Dividend Date | 6/7/2023 (68d) |
| Implied Volatility (IV) 30d | 24.52 |
| Implied Volatility Rank (IVR) 1y | 13.90 |
| Implied Volatility Percentile (IVP) 1y | 14.68 |
| Historical Volatility (HV) 30d | 26.23 |
| IV / HV | 0.93 |
| Open Interest | 409.00 |
| Option Volume | 16.00 |
| Put/Call Ratio (Volume) | 15.00 |
Data was calculated after the 3/30/2023 closing.
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