iShares Semiconductor ETF has an Implied Volatility (IV) of 36.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SOXX is 24 and the Implied Volatility Percentile (IVP) is 27. The current Implied Volatility Index for SOXX is -0.77 standard deviations away from its 1 year mean.
Market Cap | $7.11B |
---|---|
Dividend Yield | 1.04% ($4.35) |
Next Dividend Date | 3/23/2023 (3d) ! |
Implied Volatility (IV) 30d | 36.44 |
Implied Volatility Rank (IVR) 1y | 23.68 |
Implied Volatility Percentile (IVP) 1y | 26.98 |
Historical Volatility (HV) 30d | 30.71 |
IV / HV | 1.19 |
Open Interest | 53.47K |
Option Volume | 2.58K |
Put/Call Ratio (Volume) | 1.82 |
Data was calculated after the 3/17/2023 closing.