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VNQ - Vanguard Real Estate Index Fund ETF
Implied Volatility Analysis

Implied Volatility:
31.1%
Put/Call-Ratio:
6.43

Vanguard Real Estate Index Fund ETF has an Implied Volatility (IV) of 31.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VNQ is 68 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for VNQ is 1.05 standard deviations away from its 1 year mean.

Market Cap$34.81B
Dividend Yield3.66% ($3.18)
Implied Volatility (IV) 30d
31.09
Implied Volatility Rank (IVR) 1y
67.77
Implied Volatility Percentile (IVP) 1y
83.73
Historical Volatility (HV) 30d
22.01
IV / HV
1.41
Open Interest
119.77K
Option Volume
3.40K
Put/Call Ratio (Volume)
6.43

Data was calculated after the 3/17/2023 closing.

This stock chart shows VNQ Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for VNQ Vanguard Real Estate Index Fund ETF over a one year time horizon.
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