← Back to Stock / ETF implied volatility screener

VGK - Vanguard FTSE Europe ETF
Implied Volatility Analysis

Implied Volatility:
26.9%
Put/Call-Ratio:
0.55

Vanguard FTSE Europe ETF has an Implied Volatility (IV) of 26.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VGK is 39 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for VGK is 0.90 standard deviations away from its 1 year mean.

Market Cap$16.01B
Dividend Yield2.26% ($1.20)
Implied Volatility (IV) 30d
26.94
Implied Volatility Rank (IVR) 1y
38.67
Implied Volatility Percentile (IVP) 1y
84.21
Historical Volatility (HV) 30d
27.37
IV / HV
0.98
Open Interest
60.26K
Option Volume
1.60K
Put/Call Ratio (Volume)
0.55

Data was calculated after the 6/21/2022 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.