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VDE - Vanguard Energy ETF
Implied Volatility Analysis

Implied Volatility:
35.1%
Put/Call-Ratio:
16.14

Vanguard Energy ETF has an Implied Volatility (IV) of 35.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VDE is 26 and the Implied Volatility Percentile (IVP) is 18. The current Implied Volatility Index for VDE is -0.89 standard deviations away from its 1 year mean.

Market Cap$8.99B
Dividend Yield3.06% ($3.95)
Implied Volatility (IV) 30d
35.11
Implied Volatility Rank (IVR) 1y
25.76
Implied Volatility Percentile (IVP) 1y
17.67
Historical Volatility (HV) 30d
30.45
IV / HV
1.15
Open Interest
7.72K
Option Volume
634.00
Put/Call Ratio (Volume)
16.14

Data was calculated after the 11/25/2022 closing.

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