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MGK - Vanguard Mega Cap Growth ETF
Implied Volatility Analysis

Implied Volatility:
28.6%
Put/Call-Ratio:
0.08

Vanguard Mega Cap Growth ETF has an Implied Volatility (IV) of 28.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MGK is 28 and the Implied Volatility Percentile (IVP) is 18. The current Implied Volatility Index for MGK is -0.90 standard deviations away from its 1 year mean.

Market Cap$10.45B
Dividend Yield0.61% ($1.13)
Implied Volatility (IV) 30d
28.65
Implied Volatility Rank (IVR) 1y
27.60
Implied Volatility Percentile (IVP) 1y
18.25
Historical Volatility (HV) 30d
36.92
IV / HV
0.78
Open Interest
1.46K
Option Volume
13.00
Put/Call Ratio (Volume)
0.08

Data was calculated after the 11/25/2022 closing.

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