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MGV - Vanguard Mega Cap Value ETF
Implied Volatility Analysis

Implied Volatility:
19.1%

Vanguard Mega Cap Value ETF has an Implied Volatility (IV) of 19.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MGV is 12 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for MGV is -1.18 standard deviations away from its 1 year mean.

Market Cap$5.72B
Dividend Yield2.58% ($2.54)
Next Dividend Date6/23/2023 (86d)
Implied Volatility (IV) 30d
19.11
Implied Volatility Rank (IVR) 1y
12.02
Implied Volatility Percentile (IVP) 1y
13.89
Historical Volatility (HV) 30d
16.65
IV / HV
1.15
Open Interest
377.00
Option Volume
15.00

Data was calculated after the 3/28/2023 closing.

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

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