← Back to Stock / ETF implied volatility screenerIWR - iShares Russell Mid-Cap ETF
IWR - iShares Russell Mid-Cap ETF
Implied Volatility Analysis
Implied Volatility:
33.5%
33.5%
Put/Call-Ratio:
9.09
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 Yield | 1.59% ($0.99) |
| Next Dividend Date | 12/13/2022 (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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