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MXI - iShares Global Materials ETF
Implied Volatility Analysis

Implied Volatility:
45.4%

iShares Global Materials ETF has an Implied Volatility (IV) of 45.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MXI is 24 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for MXI is 0.36 standard deviations away from its 1 year mean.

Market Cap$269.65M
Dividend Yield6.11% ($4.28)
Next Dividend Date12/13/2022 (78d)
Implied Volatility (IV) 30d
45.42
Implied Volatility Rank (IVR) 1y
24.29
Implied Volatility Percentile (IVP) 1y
67.81
Historical Volatility (HV) 30d
27.71
IV / HV
1.64
Open Interest
134.00

Data was calculated after the 9/23/2022 closing.

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