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VTWV - Vanguard Russell 2000 Value Index ETF
Implied Volatility Analysis

Implied Volatility:
54.4%

Vanguard Russell 2000 Value Index ETF has an Implied Volatility (IV) of 54.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VTWV is 33 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for VTWV is 0.83 standard deviations away from its 1 year mean.

Market Cap$853.83M
Dividend Yield1.91% ($2.46)
Next Dividend Date9/28/2022 (15d)
Implied Volatility (IV) 30d
54.43
Implied Volatility Rank (IVR) 1y
33.07
Implied Volatility Percentile (IVP) 1y
91.49
Historical Volatility (HV) 30d
22.47
IV / HV
2.42

Data was calculated after the 9/12/2022 closing.

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