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 Yield | 0.51% ($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.