← Back to Stock / ETF implied volatility screener

VOE - Vanguard Mid-Cap Value ETF
Implied Volatility Analysis

Implied Volatility:
25.1%
Put/Call-Ratio:
1.50

Vanguard Mid-Cap Value ETF has an Implied Volatility (IV) of 25.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VOE is 31 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for VOE is -0.45 standard deviations away from its 1 year mean.

Market Cap$16.22B
Dividend Yield2.02% ($2.81)
Implied Volatility (IV) 30d
25.15
Implied Volatility Rank (IVR) 1y
30.93
Implied Volatility Percentile (IVP) 1y
36.93
Historical Volatility (HV) 30d
22.20
IV / HV
1.13
Open Interest
2.63K
Option Volume
10.00
Put/Call Ratio (Volume)
1.50

Data was calculated after the 12/7/2022 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.