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VV - Vanguard Large Cap ETF
Implied Volatility Analysis

Implied Volatility:
31.7%

Vanguard Large Cap ETF has an Implied Volatility (IV) of 31.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VV is 66 and the Implied Volatility Percentile (IVP) is 71. The current Implied Volatility Index for VV is 0.73 standard deviations away from its 1 year mean.

Market Cap$22.91B
Dividend Yield1.69% ($2.81)
Implied Volatility (IV) 30d
31.69
Implied Volatility Rank (IVR) 1y
66.42
Implied Volatility Percentile (IVP) 1y
71.37
Historical Volatility (HV) 30d
23.30
IV / HV
1.36
Open Interest
524.00
Option Volume
7.00

Data was calculated after the 9/28/2022 closing.

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