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VIOG - Vanguard S&P Small-Cap 600 Growth ETF
Implied Volatility Analysis

Implied Volatility:
39.7%

Vanguard S&P Small-Cap 600 Growth ETF has an Implied Volatility (IV) of 39.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VIOG is 74 and the Implied Volatility Percentile (IVP) is 80. The current Implied Volatility Index for VIOG is 0.68 standard deviations away from its 1 year mean.

Market Cap$459.66M
Dividend Yield1.13% ($2.04)
Implied Volatility (IV) 30d
39.67
Implied Volatility Rank (IVR) 1y
73.70
Implied Volatility Percentile (IVP) 1y
79.97
Historical Volatility (HV) 30d
25.30
IV / HV
1.57
Open Interest
16.00

Data was calculated after the 9/23/2022 closing.

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