← Back to Stock / ETF implied volatility screenerVTV - Vanguard Value ETF
VTV - Vanguard Value ETF
Implied Volatility Analysis
Implied Volatility:
20.1%
20.1%
Put/Call-Ratio:
0.79
0.79
Vanguard Value ETF has an Implied Volatility (IV) of 20.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VTV is 39 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for VTV is -0.05 standard deviations away from its 1 year mean.
| Market Cap | $103.90B |
|---|---|
| Dividend Yield | 2.47% ($3.50) |
| Implied Volatility (IV) 30d | 20.05 |
| Implied Volatility Rank (IVR) 1y | 38.84 |
| Implied Volatility Percentile (IVP) 1y | 53.77 |
| Historical Volatility (HV) 30d | 14.82 |
| IV / HV | 1.35 |
| Open Interest | 22.25K |
| Option Volume | 244.00 |
| Put/Call Ratio (Volume) | 0.79 |
Data was calculated after the 3/17/2023 closing.
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