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IWR - iShares Russell Mid-Cap ETF
Implied Volatility Analysis

Implied Volatility:
33.5%
Put/Call-Ratio:
9.09

iShares Russell Mid-Cap ETF has an Implied Volatility (IV) of 33.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IWR is 77 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for IWR is 1.43 standard deviations away from its 1 year mean.

Market Cap$24.69B
Dividend Yield1.59% ($0.99)
Next Dividend Date12/13/2022 (75d)
Implied Volatility (IV) 30d
33.52
Implied Volatility Rank (IVR) 1y
76.87
Implied Volatility Percentile (IVP) 1y
91.20
Historical Volatility (HV) 30d
24.92
IV / HV
1.35
Open Interest
2.58K
Option Volume
111.00
Put/Call Ratio (Volume)
9.09

Data was calculated after the 9/28/2022 closing.

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