← Back to Stock / ETF implied volatility screener# SCZ - iShares MSCI EAFE Small-Cap ETF

Implied Volatility Analysis

**Implied Volatility:**

32.3%

Implied Volatility Analysis

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 Yield | 5.04% ($2.49) |

Next Dividend Date | 12/13/2022 (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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