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LEMB - iShares J.P. Morgan EM Local Currency Bond ETF
Implied Volatility Analysis

Implied Volatility:
45.1%

iShares J.P. Morgan EM Local Currency Bond ETF has an Implied Volatility (IV) of 45.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LEMB is 39 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for LEMB is 0.62 standard deviations away from its 1 year mean.

Market Cap$391.03M
Dividend Yield4.53% ($1.53)
Next Dividend Date12/15/2022 (90d)
Implied Volatility (IV) 30d
45.08
Implied Volatility Rank (IVR) 1y
39.45
Implied Volatility Percentile (IVP) 1y
80.80
Historical Volatility (HV) 30d
8.07
IV / HV
5.59
Open Interest
22.00

Data was calculated after the 9/15/2022 closing.

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