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 Yield | 4.01% ($4.54) |
Next Dividend Date | 6/29/2023 (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.