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SMH - VanEck Semiconductor ETF
Implied Volatility Analysis

Implied Volatility:
41.4%
Put/Call-Ratio:
2.18

VanEck Semiconductor ETF has an Implied Volatility (IV) of 41.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SMH is 69 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for SMH is 1.12 standard deviations away from its 1 year mean.

Market Cap$6.70B
Dividend Yield0.75% ($1.57)
Next Dividend Date12/19/2022 (178d)
Implied Volatility (IV) 30d
41.44
Implied Volatility Rank (IVR) 1y
69.49
Implied Volatility Percentile (IVP) 1y
81.42
Historical Volatility (HV) 30d
45.23
IV / HV
0.92
Open Interest
334.48K
Option Volume
29.87K
Put/Call Ratio (Volume)
2.18

Data was calculated after the 6/23/2022 closing.

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