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VIGI - Vanguard International Dividend Appreciation ETF
Implied Volatility Analysis

Implied Volatility:
44.9%

Vanguard International Dividend Appreciation ETF has an Implied Volatility (IV) of 44.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VIGI is 45 and the Implied Volatility Percentile (IVP) is 77. The current Implied Volatility Index for VIGI is 0.67 standard deviations away from its 1 year mean.

Market Cap$3.31B
Dividend Yield10.36% ($6.36)
Next Dividend Date12/19/2022 (81d)
Implied Volatility (IV) 30d
44.90
Implied Volatility Rank (IVR) 1y
45.42
Implied Volatility Percentile (IVP) 1y
76.99
Historical Volatility (HV) 30d
20.82
IV / HV
2.16
Open Interest
28.00

Data was calculated after the 9/28/2022 closing.

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