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SCHV - Schwab U.S. Large-Cap Value ETF
Implied Volatility Analysis

Implied Volatility:
34.8%

Schwab U.S. Large-Cap Value ETF has an Implied Volatility (IV) of 34.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SCHV is 65 and the Implied Volatility Percentile (IVP) is 82. The current Implied Volatility Index for SCHV is 1.04 standard deviations away from its 1 year mean.

Market Cap$9.12B
Dividend Yield2.30% ($1.43)
Next Dividend Date9/21/2022 (90d)
Implied Volatility (IV) 30d
34.75
Implied Volatility Rank (IVR) 1y
65.01
Implied Volatility Percentile (IVP) 1y
81.82
Historical Volatility (HV) 30d
24.54
IV / HV
1.42
Open Interest
191.00
Option Volume
2.00

Data was calculated after the 6/22/2022 closing.

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