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VPU - Vanguard Utilities ETF
Implied Volatility Analysis

Implied Volatility:
25.2%
Put/Call-Ratio:
0.22

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 Yield3.13% ($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.

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