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IUSV - iShares Core S&P U.S.Value ETF
Implied Volatility Analysis

Implied Volatility:
39.9%

iShares Core S&P U.S.Value ETF has an Implied Volatility (IV) of 39.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IUSV is 34 and the Implied Volatility Percentile (IVP) is 71. The current Implied Volatility Index for IUSV is 0.42 standard deviations away from its 1 year mean.

Market Cap$10.86B
Dividend Yield2.38% ($1.51)
Next Dividend Date12/13/2022 (75d)
Implied Volatility (IV) 30d
39.91
Implied Volatility Rank (IVR) 1y
34.23
Implied Volatility Percentile (IVP) 1y
71.37
Historical Volatility (HV) 30d
20.07
IV / HV
1.99
Open Interest
80.00

Data was calculated after the 9/28/2022 closing.

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