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RWJ - Invesco S&P SmallCap 600 Revenue ETF
Implied Volatility Analysis

Implied Volatility:
44.0%

Invesco S&P SmallCap 600 Revenue ETF has an Implied Volatility (IV) of 44.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RWJ is 29 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for RWJ is -0.44 standard deviations away from its 1 year mean.

Market Cap$994.57M
Dividend Yield0.83% ($0.97)
Next Dividend Date12/19/2022 (17d)
Implied Volatility (IV) 30d
43.96
Implied Volatility Rank (IVR) 1y
29.16
Implied Volatility Percentile (IVP) 1y
36.90
Historical Volatility (HV) 30d
32.28
IV / HV
1.36
Open Interest
23.00

Data was calculated after the 12/1/2022 closing.

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