← Back to Stock / ETF implied volatility screenerIUSV - iShares Core S&P U.S.Value ETF
IUSV - iShares Core S&P U.S.Value ETF
Implied Volatility Analysis
Implied Volatility:
34.1%
34.1%
iShares Core S&P U.S.Value ETF has an Implied Volatility (IV) of 34.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IUSV is 20 and the Implied Volatility Percentile (IVP) is 32. The current Implied Volatility Index for IUSV is -0.56 standard deviations away from its 1 year mean.
| Market Cap | $13.30B |
|---|---|
| Dividend Yield | 2.08% ($1.56) |
| Next Dividend Date | 3/23/2023 (3d) ! |
| Implied Volatility (IV) 30d | 34.12 |
| Implied Volatility Rank (IVR) 1y | 20.00 |
| Implied Volatility Percentile (IVP) 1y | 31.75 |
| Historical Volatility (HV) 30d | 17.85 |
| IV / HV | 1.91 |
| Open Interest | 76.00 |
Data was calculated after the 3/17/2023 closing.
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