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VPU - Vanguard Utilities ETF
Implied Volatility Analysis

Implied Volatility:
24.3%
Put/Call-Ratio:
0.75

Vanguard Utilities ETF has an Implied Volatility (IV) of 24.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VPU is 41 and the Implied Volatility Percentile (IVP) is 51. The current Implied Volatility Index for VPU is -0.12 standard deviations away from its 1 year mean.

Market Cap$5.74B
Dividend Yield2.85% ($4.40)
Implied Volatility (IV) 30d
24.34
Implied Volatility Rank (IVR) 1y
40.85
Implied Volatility Percentile (IVP) 1y
50.63
Historical Volatility (HV) 30d
23.44
IV / HV
1.04
Open Interest
2.86K
Option Volume
7.00
Put/Call Ratio (Volume)
0.75

Data was calculated after the 11/25/2022 closing.

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