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SCZ - iShares MSCI EAFE Small-Cap ETF
Implied Volatility Analysis

Implied Volatility:
32.3%

iShares MSCI EAFE Small-Cap ETF has an Implied Volatility (IV) of 32.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SCZ is 59 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for SCZ is 1.65 standard deviations away from its 1 year mean.

Market Cap$9.19B
Dividend Yield5.04% ($2.49)
Next Dividend Date12/13/2022 (73d)
Implied Volatility (IV) 30d
32.26
Implied Volatility Rank (IVR) 1y
59.39
Implied Volatility Percentile (IVP) 1y
94.40
Historical Volatility (HV) 30d
25.28
IV / HV
1.28
Open Interest
1.44K
Option Volume
3.00

Data was calculated after the 9/29/2022 closing.

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