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VFH - Vanguard Financials ETF
Implied Volatility Analysis

Implied Volatility:
29.5%

Vanguard Financials ETF has an Implied Volatility (IV) of 29.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VFH is 22 and the Implied Volatility Percentile (IVP) is 44. The current Implied Volatility Index for VFH is -0.26 standard deviations away from its 1 year mean.

Market Cap$8.94B
Dividend Yield2.11% ($1.79)
Implied Volatility (IV) 30d
29.54
Implied Volatility Rank (IVR) 1y
21.82
Implied Volatility Percentile (IVP) 1y
43.87
Historical Volatility (HV) 30d
24.91
IV / HV
1.19
Open Interest
1.60K
Option Volume
3.00

Data was calculated after the 12/7/2022 closing.

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