← Back to Stock / ETF implied volatility screenerIWD - iShares Russell 1000 Value ETF
IWD - iShares Russell 1000 Value ETF
Implied Volatility Analysis
Implied Volatility:
23.6%
23.6%
Put/Call-Ratio:
0.04
0.04
iShares Russell 1000 Value ETF has an Implied Volatility (IV) of 23.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IWD is 63 and the Implied Volatility Percentile (IVP) is 61. The current Implied Volatility Index for IWD is 0.38 standard deviations away from its 1 year mean.
| Market Cap | $54.20B |
|---|---|
| Dividend Yield | 1.93% ($2.97) |
| Next Dividend Date | 12/13/2022 (5d) ! |
| Implied Volatility (IV) 30d | 23.59 |
| Implied Volatility Rank (IVR) 1y | 62.75 |
| Implied Volatility Percentile (IVP) 1y | 60.87 |
| Historical Volatility (HV) 30d | 21.59 |
| IV / HV | 1.09 |
| Open Interest | 18.08K |
| Option Volume | 315.00 |
| Put/Call Ratio (Volume) | 0.04 |
Data was calculated after the 12/7/2022 closing.
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