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IVOL - Quadratic Interest Rate Volatility And Inflation Hedge ETF
Implied Volatility Analysis

Implied Volatility:
56.3%

Quadratic Interest Rate Volatility And Inflation Hedge ETF has an Implied Volatility (IV) of 56.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IVOL is 62 and the Implied Volatility Percentile (IVP) is 96. The current Implied Volatility Index for IVOL is 1.74 standard deviations away from its 1 year mean.

Market Cap$1.28B
Dividend Yield4.23% ($0.96)
Implied Volatility (IV) 30d
56.32
Implied Volatility Rank (IVR) 1y
61.50
Implied Volatility Percentile (IVP) 1y
95.60
Historical Volatility (HV) 30d
16.24
IV / HV
3.47
Open Interest
619.00
Option Volume
23.00

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

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