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VBR - Vanguard Small Cap Value ETF
Implied Volatility Analysis

Implied Volatility:
29.2%
Put/Call-Ratio:
0.02

Vanguard Small Cap Value ETF has an Implied Volatility (IV) of 29.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VBR is 30 and the Implied Volatility Percentile (IVP) is 39. The current Implied Volatility Index for VBR is -0.36 standard deviations away from its 1 year mean.

Market Cap$24.07B
Dividend Yield2.00% ($3.27)
Implied Volatility (IV) 30d
29.16
Implied Volatility Rank (IVR) 1y
29.85
Implied Volatility Percentile (IVP) 1y
39.13
Historical Volatility (HV) 30d
26.23
IV / HV
1.11
Open Interest
2.27K
Option Volume
553.00
Put/Call Ratio (Volume)
0.02

Data was calculated after the 12/7/2022 closing.

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