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ITOT - iShares Core S&P Total U.S. Stock Market ETF
Implied Volatility Analysis

Implied Volatility:
42.6%
Put/Call-Ratio:
0.13

iShares Core S&P Total U.S. Stock Market ETF has an Implied Volatility (IV) of 42.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ITOT is 77 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for ITOT is 1.88 standard deviations away from its 1 year mean.

Market Cap$39.38B
Dividend Yield1.58% ($1.32)
Next Dividend Date9/26/2022 (91d)
Implied Volatility (IV) 30d
42.60
Implied Volatility Rank (IVR) 1y
76.55
Implied Volatility Percentile (IVP) 1y
96.76
Historical Volatility (HV) 30d
32.48
IV / HV
1.31
Open Interest
2.15K
Option Volume
169.00
Put/Call Ratio (Volume)
0.13

Data was calculated after the 6/24/2022 closing.

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