Vanguard Utilities ETF has an Implied Volatility (IV) of 25.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VPU is 23 and the Implied Volatility Percentile (IVP) is 61. The current Implied Volatility Index for VPU is -0.01 standard deviations away from its 1 year mean.
Market Cap | $5.29B |
---|---|
Dividend Yield | 3.13% ($4.53) |
Implied Volatility (IV) 30d | 25.24 |
Implied Volatility Rank (IVR) 1y | 23.11 |
Implied Volatility Percentile (IVP) 1y | 61.11 |
Historical Volatility (HV) 30d | 18.97 |
IV / HV | 1.33 |
Open Interest | 1.29K |
Option Volume | 22.00 |
Put/Call Ratio (Volume) | 0.22 |
Data was calculated after the 3/17/2023 closing.