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VOX - Vanguard Communication Services ETF
Implied Volatility Analysis

Implied Volatility:
48.0%

Vanguard Communication Services ETF has an Implied Volatility (IV) of 48.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VOX is 61 and the Implied Volatility Percentile (IVP) is 93. The current Implied Volatility Index for VOX is 1.47 standard deviations away from its 1 year mean.

Market Cap$2.40B
Dividend Yield1.19% ($0.99)
Implied Volatility (IV) 30d
47.97
Implied Volatility Rank (IVR) 1y
60.63
Implied Volatility Percentile (IVP) 1y
93.09
Historical Volatility (HV) 30d
28.97
IV / HV
1.66
Open Interest
4.58K
Option Volume
1.00

Data was calculated after the 9/30/2022 closing.

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