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VONV - Vanguard Russell 1000 Value Index ETF
Implied Volatility Analysis

Implied Volatility:
86.2%

Vanguard Russell 1000 Value Index ETF has an Implied Volatility (IV) of 86.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VONV is 50 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for VONV is 1.92 standard deviations away from its 1 year mean.

Market Cap$6.47B
Dividend Yield1.98% ($1.27)
Next Dividend Date6/29/2022 (14d) !
Implied Volatility (IV) 30d
86.19
Implied Volatility Rank (IVR) 1y
50.26
Implied Volatility Percentile (IVP) 1y
96.77
Historical Volatility (HV) 30d
25.07
IV / HV
3.44
Open Interest
187.00

Data was calculated after the 6/14/2022 closing.

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