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IVOO - Vanguard S&P Mid-Cap 400 ETF
Implied Volatility Analysis

Implied Volatility:
37.5%

Vanguard S&P Mid-Cap 400 ETF has an Implied Volatility (IV) of 37.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IVOO is 41 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for IVOO is 0.56 standard deviations away from its 1 year mean.

Market Cap$1.37B
Dividend Yield1.42% ($2.29)
Implied Volatility (IV) 30d
37.46
Implied Volatility Rank (IVR) 1y
41.00
Implied Volatility Percentile (IVP) 1y
80.88
Historical Volatility (HV) 30d
24.56
IV / HV
1.53
Open Interest
41.00

Data was calculated after the 9/21/2022 closing.

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