← Back to Stock / ETF implied volatility screener

RTH - VanEck Retail ETF
Implied Volatility Analysis

Implied Volatility:
36.0%

VanEck Retail ETF has an Implied Volatility (IV) of 36.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RTH is 51 and the Implied Volatility Percentile (IVP) is 78. The current Implied Volatility Index for RTH is 0.77 standard deviations away from its 1 year mean.

Market Cap$151.50M
Dividend Yield0.97% ($1.51)
Next Dividend Date12/19/2022 (83d)
Implied Volatility (IV) 30d
36.04
Implied Volatility Rank (IVR) 1y
50.89
Implied Volatility Percentile (IVP) 1y
78.46
Historical Volatility (HV) 30d
23.68
IV / HV
1.52
Open Interest
87.00
Option Volume
2.00

Data was calculated after the 9/26/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.