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IVE - iShares S&P 500 Value ETF
Implied Volatility Analysis

Implied Volatility:
21.5%

iShares S&P 500 Value ETF has an Implied Volatility (IV) of 21.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IVE is 41 and the Implied Volatility Percentile (IVP) is 50. The current Implied Volatility Index for IVE is -0.12 standard deviations away from its 1 year mean.

Market Cap$25.20B
Dividend Yield2.00% ($2.94)
Next Dividend Date12/13/2022 (5d) !
Implied Volatility (IV) 30d
21.53
Implied Volatility Rank (IVR) 1y
40.75
Implied Volatility Percentile (IVP) 1y
49.51
Historical Volatility (HV) 30d
19.48
IV / HV
1.11
Open Interest
3.00K
Option Volume
1.00

Data was calculated after the 12/7/2022 closing.

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