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IJS - iShares S&P Small-Cap 600 Value ETF
Implied Volatility Analysis

Implied Volatility:
30.9%

iShares S&P Small-Cap 600 Value ETF has an Implied Volatility (IV) of 30.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IJS is 17 and the Implied Volatility Percentile (IVP) is 27. The current Implied Volatility Index for IJS is -0.64 standard deviations away from its 1 year mean.

Market Cap$7.04B
Dividend Yield1.65% ($1.56)
Next Dividend Date12/13/2022 (5d) !
Implied Volatility (IV) 30d
30.92
Implied Volatility Rank (IVR) 1y
17.43
Implied Volatility Percentile (IVP) 1y
27.27
Historical Volatility (HV) 30d
25.63
IV / HV
1.21
Open Interest
550.00
Option Volume
4.00

Data was calculated after the 12/7/2022 closing.

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