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SGDJ - Sprott Junior Gold Miners ETF
Implied Volatility Analysis

Implied Volatility:
105.5%

Sprott Junior Gold Miners ETF has an Implied Volatility (IV) of 105.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SGDJ is 44 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for SGDJ is 1.54 standard deviations away from its 1 year mean.

Market Cap$94.32M
Dividend Yield3.39% ($0.90)
Implied Volatility (IV) 30d
105.49
Implied Volatility Rank (IVR) 1y
44.38
Implied Volatility Percentile (IVP) 1y
93.98
Historical Volatility (HV) 30d
44.99
IV / HV
2.34
Open Interest
56.00

Data was calculated after the 9/13/2022 closing.

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