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VNQ - Vanguard Real Estate Index Fund ETF
Implied Volatility Analysis

Implied Volatility:
23.8%
Put/Call-Ratio:
0.62

Vanguard Real Estate Index Fund ETF has an Implied Volatility (IV) of 23.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VNQ is 36 and the Implied Volatility Percentile (IVP) is 39. The current Implied Volatility Index for VNQ is -0.32 standard deviations away from its 1 year mean.

Market Cap$35.07B
Dividend Yield3.56% ($3.08)
Implied Volatility (IV) 30d
23.80
Implied Volatility Rank (IVR) 1y
36.09
Implied Volatility Percentile (IVP) 1y
39.29
Historical Volatility (HV) 30d
29.84
IV / HV
0.80
Open Interest
78.54K
Option Volume
404.00
Put/Call Ratio (Volume)
0.62

Data was calculated after the 11/25/2022 closing.

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