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JPEM - JPMorgan Diversified Return Emerging Markets Equity ETF
Implied Volatility Analysis

Implied Volatility:
56.3%

JPMorgan Diversified Return Emerging Markets Equity ETF has an Implied Volatility (IV) of 56.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JPEM is 30 and the Implied Volatility Percentile (IVP) is 50. The current Implied Volatility Index for JPEM is -0.07 standard deviations away from its 1 year mean.

Market Cap$155.89M
Dividend Yield5.18% ($2.52)
Next Dividend Date9/20/2022 (2d) !
Implied Volatility (IV) 30d
56.27
Implied Volatility Rank (IVR) 1y
29.98
Implied Volatility Percentile (IVP) 1y
50.07
Historical Volatility (HV) 30d
15.00
IV / HV
3.75

Data was calculated after the 9/16/2022 closing.

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