← Back to Stock / ETF implied volatility screener

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

Implied Volatility:
27.2%

iShares Russell Mid-Cap Value ETF has an Implied Volatility (IV) of 27.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IWS is 42 and the Implied Volatility Percentile (IVP) is 60. The current Implied Volatility Index for IWS is 0.16 standard deviations away from its 1 year mean.

Market Cap$12.33B
Dividend Yield1.82% ($1.85)
Next Dividend Date9/26/2022 (86d)
Implied Volatility (IV) 30d
27.18
Implied Volatility Rank (IVR) 1y
42.00
Implied Volatility Percentile (IVP) 1y
59.51
Historical Volatility (HV) 30d
29.22
IV / HV
0.93
Open Interest
267.00

Data was calculated after the 7/1/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.