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VPL - Vanguard FTSE Pacific ETF
Implied Volatility Analysis

Implied Volatility:
26.7%

Vanguard FTSE Pacific ETF has an Implied Volatility (IV) of 26.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VPL is 16 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for VPL is -0.12 standard deviations away from its 1 year mean.

Market Cap$5.42B
Dividend Yield3.61% ($2.21)
Implied Volatility (IV) 30d
26.67
Implied Volatility Rank (IVR) 1y
16.17
Implied Volatility Percentile (IVP) 1y
54.00
Historical Volatility (HV) 30d
19.72
IV / HV
1.35
Open Interest
284.00
Option Volume
12.00

Data was calculated after the 9/21/2022 closing.

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