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

Implied Volatility:
24.4%

iShares MSCI EAFE Small-Cap ETF has an Implied Volatility (IV) of 24.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SCZ is 8 and the Implied Volatility Percentile (IVP) is 47. The current Implied Volatility Index for SCZ is -0.34 standard deviations away from its 1 year mean.

Market Cap$10.94B
Dividend Yield1.95% ($1.12)
Next Dividend Date6/7/2023 (75d)
Implied Volatility (IV) 30d
24.45
Implied Volatility Rank (IVR) 1y
8.46
Implied Volatility Percentile (IVP) 1y
46.83
Historical Volatility (HV) 30d
17.42
IV / HV
1.40
Open Interest
1.21K

Data was calculated after the 3/23/2023 closing.

This stock chart shows SCZ Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for SCZ iShares MSCI EAFE Small-Cap ETF over a one year time horizon.
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