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KSA - iShares MSCI Saudi Arabia ETF
Implied Volatility Analysis

Implied Volatility:
35.5%
Put/Call-Ratio:
2.00

iShares MSCI Saudi Arabia ETF has an Implied Volatility (IV) of 35.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for KSA is 13 and the Implied Volatility Percentile (IVP) is 61. The current Implied Volatility Index for KSA is -0.16 standard deviations away from its 1 year mean.

Market Cap$1.05B
Dividend Yield1.44% ($0.59)
Next Dividend Date12/13/2022 (78d)
Implied Volatility (IV) 30d
35.50
Implied Volatility Rank (IVR) 1y
13.07
Implied Volatility Percentile (IVP) 1y
61.20
Historical Volatility (HV) 30d
17.94
IV / HV
1.98
Open Interest
197.00
Option Volume
6.00
Put/Call Ratio (Volume)
2.00

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

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