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VCR - Vanguard Consumer Discretionary ETF
Implied Volatility Analysis

Implied Volatility:
42.9%
Put/Call-Ratio:
0.46

Vanguard Consumer Discretionary ETF has an Implied Volatility (IV) of 42.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VCR is 72 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for VCR is 1.17 standard deviations away from its 1 year mean.

Market Cap$4.32B
Dividend Yield0.89% ($2.13)
Implied Volatility (IV) 30d
42.91
Implied Volatility Rank (IVR) 1y
72.36
Implied Volatility Percentile (IVP) 1y
90.80
Historical Volatility (HV) 30d
32.60
IV / HV
1.32
Open Interest
560.00
Option Volume
19.00
Put/Call Ratio (Volume)
0.46

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

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