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 Yield | 2.38% ($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.