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

Implied Volatility Analysis

**Implied Volatility:**

52.4%

Implied Volatility Analysis

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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