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PRF - Invesco FTSE RAFI US 1000 ETF
Implied Volatility Analysis

Implied Volatility:
28.8%

Invesco FTSE RAFI US 1000 ETF has an Implied Volatility (IV) of 28.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PRF is 22 and the Implied Volatility Percentile (IVP) is 23. The current Implied Volatility Index for PRF is -0.81 standard deviations away from its 1 year mean.

Market Cap$6.06B
Dividend Yield1.92% ($3.11)
Next Dividend Date12/19/2022 (21d)
Implied Volatility (IV) 30d
28.79
Implied Volatility Rank (IVR) 1y
22.01
Implied Volatility Percentile (IVP) 1y
23.43
Historical Volatility (HV) 30d
20.98
IV / HV
1.37
Open Interest
104.00

Data was calculated after the 11/25/2022 closing.

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