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

Implied Volatility:
22.6%

iShares Core S&P Total U.S. Stock Market ETF has an Implied Volatility (IV) of 22.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ITOT is 22 and the Implied Volatility Percentile (IVP) is 19. The current Implied Volatility Index for ITOT is -0.97 standard deviations away from its 1 year mean.

Market Cap$40.72B
Dividend Yield1.53% ($1.36)
Next Dividend Date12/13/2022 (15d)
Implied Volatility (IV) 30d
22.59
Implied Volatility Rank (IVR) 1y
22.03
Implied Volatility Percentile (IVP) 1y
18.65
Historical Volatility (HV) 30d
26.29
IV / HV
0.86
Open Interest
2.56K
Option Volume
48.00

Data was calculated after the 11/25/2022 closing.

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