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VAW - Vanguard Materials ETF
Implied Volatility Analysis

Implied Volatility:
37.2%
Put/Call-Ratio:
17.60

Vanguard Materials ETF has an Implied Volatility (IV) of 37.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VAW is 53 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for VAW is 1.18 standard deviations away from its 1 year mean.

Market Cap$2.67B
Dividend Yield2.10% ($3.23)
Implied Volatility (IV) 30d
37.24
Implied Volatility Rank (IVR) 1y
53.27
Implied Volatility Percentile (IVP) 1y
90.05
Historical Volatility (HV) 30d
28.63
IV / HV
1.30
Open Interest
352.00
Option Volume
186.00
Put/Call Ratio (Volume)
17.60

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

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