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MGK - Vanguard Mega Cap Growth ETF
Implied Volatility Analysis

Implied Volatility:
27.1%
Put/Call-Ratio:
0.32

Vanguard Mega Cap Growth ETF has an Implied Volatility (IV) of 27.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MGK is 30 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for MGK is -0.33 standard deviations away from its 1 year mean.

Market Cap$11.53B
Dividend Yield0.51% ($1.06)
Implied Volatility (IV) 30d
27.13
Implied Volatility Rank (IVR) 1y
30.27
Implied Volatility Percentile (IVP) 1y
36.40
Historical Volatility (HV) 30d
27.16
IV / HV
1.00
Open Interest
1.53K
Option Volume
95.00
Put/Call Ratio (Volume)
0.32

Data was calculated after the 8/10/2022 closing.

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