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SMH - VanEck Semiconductor ETF
Implied Volatility Analysis

Implied Volatility:
42.8%
Put/Call-Ratio:
0.63

VanEck Semiconductor ETF has an Implied Volatility (IV) of 42.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SMH is 74 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for SMH is 0.97 standard deviations away from its 1 year mean.

Market Cap$6.07B
Dividend Yield0.82% ($1.57)
Next Dividend Date12/19/2022 (81d)
Implied Volatility (IV) 30d
42.81
Implied Volatility Rank (IVR) 1y
73.94
Implied Volatility Percentile (IVP) 1y
83.60
Historical Volatility (HV) 30d
29.27
IV / HV
1.46
Open Interest
377.86K
Option Volume
24.17K
Put/Call Ratio (Volume)
0.63

Data was calculated after the 9/28/2022 closing.

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