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VV - Vanguard Large Cap ETF
Implied Volatility Analysis

Implied Volatility:
33.0%
Put/Call-Ratio:
0.43

Vanguard Large Cap ETF has an Implied Volatility (IV) of 33.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VV is 72 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for VV is 1.16 standard deviations away from its 1 year mean.

Market Cap$23.13B
Dividend Yield1.55% ($2.66)
Implied Volatility (IV) 30d
32.95
Implied Volatility Rank (IVR) 1y
71.66
Implied Volatility Percentile (IVP) 1y
81.38
Historical Volatility (HV) 30d
30.27
IV / HV
1.09
Open Interest
327.00
Option Volume
10.00
Put/Call Ratio (Volume)
0.43

Data was calculated after the 6/23/2022 closing.

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