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VDC - Vanguard Consumer Staples ETF
Implied Volatility Analysis

Implied Volatility:
22.9%

Vanguard Consumer Staples ETF has an Implied Volatility (IV) of 22.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VDC is 33 and the Implied Volatility Percentile (IVP) is 51. The current Implied Volatility Index for VDC is -0.05 standard deviations away from its 1 year mean.

Market Cap$6.61B
Dividend Yield2.38% ($4.50)
Implied Volatility (IV) 30d
22.89
Implied Volatility Rank (IVR) 1y
33.23
Implied Volatility Percentile (IVP) 1y
51.41
Historical Volatility (HV) 30d
10.58
IV / HV
2.16
Open Interest
311.00

Data was calculated after the 3/17/2023 closing.

This stock chart shows VDC Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for VDC Vanguard Consumer Staples ETF over a one year time horizon.
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