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IVV - iShares Core S&P 500 ETF
Implied Volatility Analysis

Implied Volatility:
30.1%
Put/Call-Ratio:
0.28

iShares Core S&P 500 ETF has an Implied Volatility (IV) of 30.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IVV is 79 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for IVV is 1.36 standard deviations away from its 1 year mean.

Market Cap$277.27B
Dividend Yield1.65% ($6.13)
Next Dividend Date12/13/2022 (74d)
Implied Volatility (IV) 30d
30.11
Implied Volatility Rank (IVR) 1y
79.12
Implied Volatility Percentile (IVP) 1y
91.81
Historical Volatility (HV) 30d
23.47
IV / HV
1.28
Open Interest
24.93K
Option Volume
1.04K
Put/Call Ratio (Volume)
0.28

Data was calculated after the 9/29/2022 closing.

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