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IVLU - iShares MSCI Intl Value Factor ETF
Implied Volatility Analysis

Implied Volatility:
149.9%

iShares MSCI Intl Value Factor ETF has an Implied Volatility (IV) of 149.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IVLU is 57 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for IVLU is 2.30 standard deviations away from its 1 year mean.

Market Cap$1.31B
Dividend Yield5.26% ($1.05)
Next Dividend Date12/13/2022 (72d)
Implied Volatility (IV) 30d
149.88
Implied Volatility Rank (IVR) 1y
56.98
Implied Volatility Percentile (IVP) 1y
97.20
Historical Volatility (HV) 30d
23.82
IV / HV
6.29
Open Interest
1.00

Data was calculated after the 9/30/2022 closing.

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