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IMTM - iShares MSCI Intl Momentum Factor ET
Implied Volatility Analysis

Implied Volatility:
131.7%

iShares MSCI Intl Momentum Factor ET has an Implied Volatility (IV) of 131.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IMTM is 49 and the Implied Volatility Percentile (IVP) is 93. The current Implied Volatility Index for IMTM is 1.17 standard deviations away from its 1 year mean.

Market Cap$870.93M
Dividend Yield6.92% ($2.19)
Next Dividend Date12/13/2022 (11d) !
Implied Volatility (IV) 30d
131.69
Implied Volatility Rank (IVR) 1y
48.82
Implied Volatility Percentile (IVP) 1y
92.89
Historical Volatility (HV) 30d
20.70
IV / HV
6.36
Open Interest
1.00

Data was calculated after the 12/1/2022 closing.

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