← Back to Stock / ETF implied volatility screenerVWO - Vanguard FTSE Emerging Markets ETF
VWO - Vanguard FTSE Emerging Markets ETF
Implied Volatility Analysis
Implied Volatility:
20.8%
20.8%
Put/Call-Ratio:
4.22
4.22
Vanguard FTSE Emerging Markets ETF has an Implied Volatility (IV) of 20.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VWO is 19 and the Implied Volatility Percentile (IVP) is 22. The current Implied Volatility Index for VWO is -0.94 standard deviations away from its 1 year mean.
| Market Cap | $70.73B |
|---|---|
| Dividend Yield | 5.31% ($2.11) |
| Next Dividend Date | 6/20/2023 (87d) |
| Implied Volatility (IV) 30d | 20.81 |
| Implied Volatility Rank (IVR) 1y | 19.19 |
| Implied Volatility Percentile (IVP) 1y | 21.83 |
| Historical Volatility (HV) 30d | 16.49 |
| IV / HV | 1.26 |
| Open Interest | 50.24K |
| Option Volume | 266.00 |
| Put/Call Ratio (Volume) | 4.22 |
Data was calculated after the 3/24/2023 closing.
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