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MGV - Vanguard Mega Cap Value ETF
Implied Volatility Analysis

Implied Volatility:
40.9%

Vanguard Mega Cap Value ETF has an Implied Volatility (IV) of 40.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MGV is 66 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for MGV is 1.98 standard deviations away from its 1 year mean.

Market Cap$5.21B
Dividend Yield2.46% ($2.35)
Implied Volatility (IV) 30d
40.94
Implied Volatility Rank (IVR) 1y
66.11
Implied Volatility Percentile (IVP) 1y
96.76
Historical Volatility (HV) 30d
22.37
IV / HV
1.83
Open Interest
492.00
Option Volume
11.00

Data was calculated after the 6/23/2022 closing.

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