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VB - Vanguard Small Cap ETF
Implied Volatility Analysis

Implied Volatility:
34.2%

Vanguard Small Cap ETF has an Implied Volatility (IV) of 34.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VB is 70 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for VB is 1.26 standard deviations away from its 1 year mean.

Market Cap$37.67B
Dividend Yield1.68% ($2.89)
Implied Volatility (IV) 30d
34.19
Implied Volatility Rank (IVR) 1y
70.39
Implied Volatility Percentile (IVP) 1y
89.91
Historical Volatility (HV) 30d
26.97
IV / HV
1.27
Open Interest
1.72K
Option Volume
26.00

Data was calculated after the 9/30/2022 closing.

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