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JOET - Virtus Terranova U.S. Quality Momentum ETF
Implied Volatility Analysis

Implied Volatility:
124.1%

Virtus Terranova U.S. Quality Momentum ETF has an Implied Volatility (IV) of 124.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JOET is 37 and the Implied Volatility Percentile (IVP) is 72. The current Implied Volatility Index for JOET is 0.68 standard deviations away from its 1 year mean.

Market Cap$82.41M
Dividend Yield0.55% ($0.14)
Next Dividend Date12/20/2022 (85d)
Implied Volatility (IV) 30d
124.11
Implied Volatility Rank (IVR) 1y
37.01
Implied Volatility Percentile (IVP) 1y
72.40
Historical Volatility (HV) 30d
21.51
IV / HV
5.77
Open Interest
16.00
Option Volume
4.00

Data was calculated after the 9/23/2022 closing.

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