← Back to Stock / ETF implied volatility screenerVONV - Vanguard Russell 1000 Value Index ETF
VONV - Vanguard Russell 1000 Value Index ETF
Implied Volatility Analysis
Implied Volatility:
52.4%
52.4%
Vanguard Russell 1000 Value Index ETF has an Implied Volatility (IV) of 52.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VONV is 41 and the Implied Volatility Percentile (IVP) is 46. The current Implied Volatility Index for VONV is -0.04 standard deviations away from its 1 year mean.
| Market Cap | $6.49B |
|---|---|
| Dividend Yield | 2.30% ($1.49) |
| Next Dividend Date | 6/23/2023 (86d) |
| Implied Volatility (IV) 30d | 52.37 |
| Implied Volatility Rank (IVR) 1y | 41.36 |
| Implied Volatility Percentile (IVP) 1y | 46.43 |
| Historical Volatility (HV) 30d | 18.57 |
| IV / HV | 2.82 |
| Open Interest | 15.00 |
Data was calculated after the 3/28/2023 closing.
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