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VONE - Vanguard Russell 1000 Index ETF
Implied Volatility Analysis

Implied Volatility:
42.7%

Vanguard Russell 1000 Index ETF has an Implied Volatility (IV) of 42.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VONE is 34 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for VONE is 0.70 standard deviations away from its 1 year mean.

Market Cap$2.51B
Dividend Yield1.61% ($2.68)
Next Dividend Date12/15/2022 (77d)
Implied Volatility (IV) 30d
42.72
Implied Volatility Rank (IVR) 1y
33.57
Implied Volatility Percentile (IVP) 1y
84.75
Historical Volatility (HV) 30d
22.86
IV / HV
1.87
Open Interest
14.00

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

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