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VGK - Vanguard FTSE Europe ETF
Implied Volatility Analysis

Implied Volatility:
26.8%
Put/Call-Ratio:
0.69

Vanguard FTSE Europe ETF has an Implied Volatility (IV) of 26.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VGK is 34 and the Implied Volatility Percentile (IVP) is 53. The current Implied Volatility Index for VGK is -0.01 standard deviations away from its 1 year mean.

Market Cap$14.79B
Dividend Yield3.67% ($2.07)
Implied Volatility (IV) 30d
26.81
Implied Volatility Rank (IVR) 1y
33.87
Implied Volatility Percentile (IVP) 1y
52.57
Historical Volatility (HV) 30d
24.61
IV / HV
1.09
Open Interest
356.64K
Option Volume
922.00
Put/Call Ratio (Volume)
0.69

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

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