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VSS - Vanguard FTSE All-World Ex-US Small Capital Index Fund ETF
Implied Volatility Analysis

Implied Volatility:
40.9%

Vanguard FTSE All-World Ex-US Small Capital Index Fund ETF has an Implied Volatility (IV) of 40.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VSS is 52 and the Implied Volatility Percentile (IVP) is 83. The current Implied Volatility Index for VSS is 0.98 standard deviations away from its 1 year mean.

Market Cap$7.38B
Dividend Yield3.32% ($3.48)
Implied Volatility (IV) 30d
40.92
Implied Volatility Rank (IVR) 1y
51.84
Implied Volatility Percentile (IVP) 1y
83.40
Historical Volatility (HV) 30d
24.44
IV / HV
1.67
Open Interest
186.00
Option Volume
7.00

Data was calculated after the 6/29/2022 closing.

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