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VPL - Vanguard FTSE Pacific ETF
Implied Volatility Analysis

Implied Volatility:
30.2%

Vanguard FTSE Pacific ETF has an Implied Volatility (IV) of 30.2% 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 74. The current Implied Volatility Index for VPL is 0.19 standard deviations away from its 1 year mean.

Market Cap$6.19B
Dividend Yield4.13% ($2.79)
Implied Volatility (IV) 30d
30.22
Implied Volatility Rank (IVR) 1y
16.16
Implied Volatility Percentile (IVP) 1y
73.81
Historical Volatility (HV) 30d
15.16
IV / HV
1.99
Open Interest
638.00
Option Volume
7.00

Data was calculated after the 3/17/2023 closing.

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