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SUSA - MSCI USA ESG Select ETF
Implied Volatility Analysis

Implied Volatility:
42.5%

MSCI USA ESG Select ETF has an Implied Volatility (IV) of 42.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SUSA is 48 and the Implied Volatility Percentile (IVP) is 66. The current Implied Volatility Index for SUSA is 0.44 standard deviations away from its 1 year mean.

Market Cap$3.05B
Dividend Yield1.50% ($1.17)
Next Dividend Date12/13/2022 (69d)
Implied Volatility (IV) 30d
42.51
Implied Volatility Rank (IVR) 1y
47.79
Implied Volatility Percentile (IVP) 1y
65.92
Historical Volatility (HV) 30d
28.51
IV / HV
1.49
Open Interest
42.00

Data was calculated after the 10/4/2022 closing.

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