← Back to Stock / ETF implied volatility screenerSMH - VanEck Semiconductor ETF
SMH - VanEck Semiconductor ETF
Implied Volatility Analysis
Implied Volatility:
36.6%
36.6%
Put/Call-Ratio:
2.15
2.15
VanEck Semiconductor ETF has an Implied Volatility (IV) of 36.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SMH is 33 and the Implied Volatility Percentile (IVP) is 42. The current Implied Volatility Index for SMH is -0.36 standard deviations away from its 1 year mean.
| Market Cap | $7.50B |
|---|---|
| Dividend Yield | 0.98% ($2.40) |
| Next Dividend Date | 12/18/2023 (273d) |
| Implied Volatility (IV) 30d | 36.63 |
| Implied Volatility Rank (IVR) 1y | 32.96 |
| Implied Volatility Percentile (IVP) 1y | 41.69 |
| Historical Volatility (HV) 30d | 30.62 |
| IV / HV | 1.20 |
| Open Interest | 549.99K |
| Option Volume | 57.06K |
| Put/Call Ratio (Volume) | 2.15 |
Data was calculated after the 3/17/2023 closing.
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