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VDC - Vanguard Consumer Staples ETF
Implied Volatility Analysis

Implied Volatility:
18.3%

Vanguard Consumer Staples ETF has an Implied Volatility (IV) of 18.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VDC is 20 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for VDC is -1.23 standard deviations away from its 1 year mean.

Market Cap$6.80B
Dividend Yield2.19% ($4.31)
Implied Volatility (IV) 30d
18.26
Implied Volatility Rank (IVR) 1y
19.90
Implied Volatility Percentile (IVP) 1y
10.93
Historical Volatility (HV) 30d
16.07
IV / HV
1.14
Open Interest
294.00
Option Volume
4.00

Data was calculated after the 11/25/2022 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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