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SJB - ProShares Short High Yield
Implied Volatility Analysis

Implied Volatility:
27.9%

ProShares Short High Yield has an Implied Volatility (IV) of 27.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SJB is 29 and the Implied Volatility Percentile (IVP) is 86. The current Implied Volatility Index for SJB is 0.92 standard deviations away from its 1 year mean.

Market Cap$334.42M
Next Dividend Date12/22/2022 (82d)
Implied Volatility (IV) 30d
27.88
Implied Volatility Rank (IVR) 1y
29.47
Implied Volatility Percentile (IVP) 1y
86.40
Historical Volatility (HV) 30d
14.06
IV / HV
1.98
Open Interest
5.71K
Option Volume
51.00

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

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