← Back to Stock / ETF implied volatility screener

VNQI - Vanguard Global ex-U.S. Real Estate ETF
Implied Volatility Analysis

Implied Volatility:
41.9%
Put/Call-Ratio:
1.50

Vanguard Global ex-U.S. Real Estate ETF has an Implied Volatility (IV) of 41.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VNQI is 21 and the Implied Volatility Percentile (IVP) is 48. The current Implied Volatility Index for VNQI is -0.21 standard deviations away from its 1 year mean.

Market Cap$3.41B
Dividend Yield7.70% ($2.89)
Next Dividend Date12/19/2022 (81d)
Implied Volatility (IV) 30d
41.94
Implied Volatility Rank (IVR) 1y
21.40
Implied Volatility Percentile (IVP) 1y
48.40
Historical Volatility (HV) 30d
21.39
IV / HV
1.96
Open Interest
371.00
Option Volume
5.00
Put/Call Ratio (Volume)
1.50

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

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.