← Back to Stock / ETF implied volatility screenerIVV - iShares Core S&P 500 ETF
IVV - iShares Core S&P 500 ETF
Implied Volatility Analysis
Implied Volatility:
23.9%
23.9%
Put/Call-Ratio:
0.73
0.73
iShares Core S&P 500 ETF has an Implied Volatility (IV) of 23.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IVV is 43 and the Implied Volatility Percentile (IVP) is 56. The current Implied Volatility Index for IVV is 0.02 standard deviations away from its 1 year mean.
| Market Cap | $302.65B |
|---|---|
| Dividend Yield | 1.56% ($6.35) |
| Next Dividend Date | 3/23/2023 (3d) ! |
| Implied Volatility (IV) 30d | 23.95 |
| Implied Volatility Rank (IVR) 1y | 42.72 |
| Implied Volatility Percentile (IVP) 1y | 55.56 |
| Historical Volatility (HV) 30d | 17.34 |
| IV / HV | 1.38 |
| Open Interest | 22.23K |
| Option Volume | 797.00 |
| Put/Call Ratio (Volume) | 0.73 |
Data was calculated after the 3/17/2023 closing.
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