← Back to Stock / ETF implied volatility screenerIWN - iShares Russell 2000 Value ETF
IWN - iShares Russell 2000 Value ETF
Implied Volatility Analysis
Implied Volatility:
36.1%
36.1%
Put/Call-Ratio:
2.31
2.31
iShares Russell 2000 Value ETF has an Implied Volatility (IV) of 36.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IWN is 38 and the Implied Volatility Percentile (IVP) is 57. The current Implied Volatility Index for IWN is 0.06 standard deviations away from its 1 year mean.
| Market Cap | $11.04B |
|---|---|
| Dividend Yield | 2.32% ($3.10) |
| Next Dividend Date | 6/7/2023 (70d) |
| Implied Volatility (IV) 30d | 36.06 |
| Implied Volatility Rank (IVR) 1y | 38.25 |
| Implied Volatility Percentile (IVP) 1y | 57.14 |
| Historical Volatility (HV) 30d | 25.89 |
| IV / HV | 1.39 |
| Open Interest | 25.64K |
| Option Volume | 43.00 |
| Put/Call Ratio (Volume) | 2.31 |
Data was calculated after the 3/28/2023 closing.
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