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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.

This stock chart shows MGK Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for MGK Vanguard Mega Cap Growth ETF over a one year time horizon.
Tradingview Chart →

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