← Back to Stock / ETF implied volatility screener

VFH - Vanguard Financials ETF
Implied Volatility Analysis

Implied Volatility:
33.3%

Vanguard Financials ETF has an Implied Volatility (IV) of 33.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VFH is 40 and the Implied Volatility Percentile (IVP) is 79. The current Implied Volatility Index for VFH is 0.83 standard deviations away from its 1 year mean.

Market Cap$8.52B
Dividend Yield2.43% ($1.86)
Implied Volatility (IV) 30d
33.32
Implied Volatility Rank (IVR) 1y
40.43
Implied Volatility Percentile (IVP) 1y
78.70
Historical Volatility (HV) 30d
30.48
IV / HV
1.09
Open Interest
1.65K
Option Volume
129.00

Data was calculated after the 6/24/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.