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IWS - iShares Russell Mid-Cap Value ETF
Implied Volatility Analysis

Implied Volatility:
22.1%

iShares Russell Mid-Cap Value ETF has an Implied Volatility (IV) of 22.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IWS is 20 and the Implied Volatility Percentile (IVP) is 8. The current Implied Volatility Index for IWS is -1.28 standard deviations away from its 1 year mean.

Market Cap$13.55B
Dividend Yield1.77% ($1.95)
Next Dividend Date12/13/2022 (15d)
Implied Volatility (IV) 30d
22.11
Implied Volatility Rank (IVR) 1y
19.92
Implied Volatility Percentile (IVP) 1y
7.94
Historical Volatility (HV) 30d
24.68
IV / HV
0.90
Open Interest
195.00

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

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