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IWD - iShares Russell 1000 Value ETF
Implied Volatility Analysis

Implied Volatility:
23.5%
Put/Call-Ratio:
2.82

iShares Russell 1000 Value ETF has an Implied Volatility (IV) of 23.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IWD is 65 and the Implied Volatility Percentile (IVP) is 77. The current Implied Volatility Index for IWD is 0.91 standard deviations away from its 1 year mean.

Market Cap$51.50B
Dividend Yield1.95% ($2.86)
Next Dividend Date9/26/2022 (88d)
Implied Volatility (IV) 30d
23.52
Implied Volatility Rank (IVR) 1y
64.90
Implied Volatility Percentile (IVP) 1y
76.92
Historical Volatility (HV) 30d
24.50
IV / HV
0.96
Open Interest
12.33K
Option Volume
42.00
Put/Call Ratio (Volume)
2.82

Data was calculated after the 6/29/2022 closing.

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