← Back to Stock / ETF implied volatility screenerVTI - Vanguard Total Stock Market ETF
VTI - Vanguard Total Stock Market ETF
Implied Volatility Analysis
Implied Volatility:
18.7%
18.7%
Put/Call-Ratio:
0.30
0.30
Vanguard Total Stock Market ETF has an Implied Volatility (IV) of 18.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VTI is 7 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for VTI is -1.40 standard deviations away from its 1 year mean.
| Market Cap | $277.54B |
|---|---|
| Dividend Yield | 1.61% ($3.24) |
| Next Dividend Date | 6/23/2023 (82d) |
| Implied Volatility (IV) 30d | 18.73 |
| Implied Volatility Rank (IVR) 1y | 7.07 |
| Implied Volatility Percentile (IVP) 1y | 5.56 |
| Historical Volatility (HV) 30d | 18.91 |
| IV / HV | 0.99 |
| Open Interest | 35.76K |
| Option Volume | 2.62K |
| Put/Call Ratio (Volume) | 0.30 |
Data was calculated after the 3/31/2023 closing.
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