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IWM - iShares Russell 2000 ETF
Implied Volatility Analysis

Implied Volatility:
24.4%
Put/Call-Ratio:
1.13

iShares Russell 2000 ETF has an Implied Volatility (IV) of 24.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IWM is 25 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for IWM is -1.16 standard deviations away from its 1 year mean.

Market Cap$56.18B
Dividend Yield1.30% ($2.41)
Next Dividend Date12/13/2022 (15d)
Implied Volatility (IV) 30d
24.35
Implied Volatility Rank (IVR) 1y
25.15
Implied Volatility Percentile (IVP) 1y
14.68
Historical Volatility (HV) 30d
29.35
IV / HV
0.83
Open Interest
8.87M
Option Volume
273.88K
Put/Call Ratio (Volume)
1.13

Data was calculated after the 11/25/2022 closing.

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