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

Implied Volatility:
35.0%

Vanguard FTSE All-World Ex-US Small Capital Index Fund ETF has an Implied Volatility (IV) of 35.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VSS is 29 and the Implied Volatility Percentile (IVP) is 35. The current Implied Volatility Index for VSS is -0.47 standard deviations away from its 1 year mean.

Market Cap$7.56B
Dividend Yield2.88% ($3.04)
Implied Volatility (IV) 30d
35.02
Implied Volatility Rank (IVR) 1y
29.06
Implied Volatility Percentile (IVP) 1y
34.69
Historical Volatility (HV) 30d
25.28
IV / HV
1.39
Open Interest
157.00
Option Volume
1.00

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

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