← Back to Stock / ETF implied volatility screenerVTWO - Vanguard Russell 2000 Index ETF
VTWO - Vanguard Russell 2000 Index ETF
Implied Volatility Analysis
Implied Volatility:
32.8%
32.8%
Put/Call-Ratio:
0.15
0.15
Vanguard Russell 2000 Index ETF has an Implied Volatility (IV) of 32.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VTWO is 44 and the Implied Volatility Percentile (IVP) is 59. The current Implied Volatility Index for VTWO is 0.28 standard deviations away from its 1 year mean.
| Market Cap | $5.99B |
|---|---|
| Dividend Yield | 1.37% ($1.04) |
| Next Dividend Date | 3/23/2023 (3d) ! |
| Implied Volatility (IV) 30d | 32.81 |
| Implied Volatility Rank (IVR) 1y | 43.87 |
| Implied Volatility Percentile (IVP) 1y | 59.13 |
| Historical Volatility (HV) 30d | 22.90 |
| IV / HV | 1.43 |
| Open Interest | 1.97K |
| Option Volume | 314.00 |
| Put/Call Ratio (Volume) | 0.15 |
Data was calculated after the 3/17/2023 closing.
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