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THD - iShares MSCI Thailand ETF
Implied Volatility Analysis

Implied Volatility:
34.9%

iShares MSCI Thailand ETF has an Implied Volatility (IV) of 34.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for THD is 20 and the Implied Volatility Percentile (IVP) is 38. The current Implied Volatility Index for THD is -0.43 standard deviations away from its 1 year mean.

Market Cap$321.43M
Dividend Yield3.41% ($2.33)
Next Dividend Date12/13/2022 (78d)
Implied Volatility (IV) 30d
34.94
Implied Volatility Rank (IVR) 1y
20.38
Implied Volatility Percentile (IVP) 1y
38.27
Historical Volatility (HV) 30d
19.79
IV / HV
1.77
Open Interest
87.00
Option Volume
6.00

Data was calculated after the 9/23/2022 closing.

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