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VONV - Vanguard Russell 1000 Value Index ETF
Implied Volatility Analysis

Implied Volatility:
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 Yield2.10% ($1.42)
Next Dividend Date12/15/2022 (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.

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