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VDE - Vanguard Energy ETF
Implied Volatility Analysis

Implied Volatility:
30.4%
Put/Call-Ratio:
0.23

Vanguard Energy ETF has an Implied Volatility (IV) of 30.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VDE is 7 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for VDE is -1.50 standard deviations away from its 1 year mean.

Market Cap$7.80B
Dividend Yield4.01% ($4.54)
Next Dividend Date6/29/2023 (90d)
Implied Volatility (IV) 30d
30.38
Implied Volatility Rank (IVR) 1y
7.37
Implied Volatility Percentile (IVP) 1y
6.35
Historical Volatility (HV) 30d
31.75
IV / HV
0.96
Open Interest
2.54K
Option Volume
27.00
Put/Call Ratio (Volume)
0.23

Data was calculated after the 3/30/2023 closing.

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