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VEA - Vanguard FTSE Developed Markets ETF
Implied Volatility Analysis

Implied Volatility:
23.5%
Put/Call-Ratio:
1.00

Vanguard FTSE Developed Markets ETF has an Implied Volatility (IV) of 23.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VEA is 36 and the Implied Volatility Percentile (IVP) is 76. The current Implied Volatility Index for VEA is 0.71 standard deviations away from its 1 year mean.

Market Cap$91.39B
Dividend Yield3.87% ($1.58)
Implied Volatility (IV) 30d
23.51
Implied Volatility Rank (IVR) 1y
35.52
Implied Volatility Percentile (IVP) 1y
75.71
Historical Volatility (HV) 30d
23.95
IV / HV
0.98
Open Interest
3.05K
Option Volume
50.00
Put/Call Ratio (Volume)
1.00

Data was calculated after the 7/1/2022 closing.

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