← Back to Stock / ETF implied volatility screenerMGK - Vanguard Mega Cap Growth ETF
MGK - Vanguard Mega Cap Growth ETF
Implied Volatility Analysis
Implied Volatility:
27.1%
27.1%
Put/Call-Ratio:
0.32
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 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.
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