← Back to Stock / ETF implied volatility screener# VONV - Vanguard Russell 1000 Value Index ETF

Implied Volatility Analysis

**Implied Volatility:**

58.8%

Implied Volatility Analysis

58.8%

**Vanguard Russell 1000 Value Index ETF** has an **Implied Volatility (IV)** of **58.8%** p.a. for a constant maturity of 30 days. The **Implied Volatility Rank (IVR)** for VONV is **24** and the **Implied Volatility Percentile (IVP)** is **30**. The current Implied Volatility Index for VONV is -0.37 standard deviations away from its 1 year mean.

Market Cap | $6.47B |
---|---|

Dividend Yield | 2.10% ($1.42) |

Next Dividend Date | 12/15/2022 (7d) ! |

Implied Volatility (IV) 30d | 58.83 |

Implied Volatility Rank (IVR) 1y | 24.47 |

Implied Volatility Percentile (IVP) 1y | 29.80 |

Historical Volatility (HV) 30d | 22.07 |

IV / HV | 2.67 |

Open Interest | 64.00 |

Data was calculated after the 12/7/2022 closing.

- Concrete option trades for the upcoming day
- Portfolios with backtested profitable option strategies
- It's free. Contains just value. Unsubscribe any time.