← Back to Stock / ETF implied volatility screenerITOT - iShares Core S&P Total U.S. Stock Market ETF
ITOT - iShares Core S&P Total U.S. Stock Market ETF
Implied Volatility Analysis
Implied Volatility:
24.2%
24.2%
Put/Call-Ratio:
0.17
0.17
iShares Core S&P Total U.S. Stock Market ETF has an Implied Volatility (IV) of 24.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ITOT is 17 and the Implied Volatility Percentile (IVP) is 38. The current Implied Volatility Index for ITOT is -0.50 standard deviations away from its 1 year mean.
| Market Cap | $40.82B |
|---|---|
| Dividend Yield | 1.55% ($1.40) |
| Next Dividend Date | 3/23/2023 (3d) ! |
| Implied Volatility (IV) 30d | 24.21 |
| Implied Volatility Rank (IVR) 1y | 16.89 |
| Implied Volatility Percentile (IVP) 1y | 38.49 |
| Historical Volatility (HV) 30d | 17.82 |
| IV / HV | 1.36 |
| Open Interest | 2.39K |
| Option Volume | 84.00 |
| Put/Call Ratio (Volume) | 0.17 |
Data was calculated after the 3/17/2023 closing.
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