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VXF - Vanguard Extended Market Index ETF
Implied Volatility Analysis

Implied Volatility:
48.7%

Vanguard Extended Market Index ETF has an Implied Volatility (IV) of 48.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VXF is 92 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for VXF is 2.38 standard deviations away from its 1 year mean.

Market Cap$12.26B
Dividend Yield1.26% ($1.60)
Implied Volatility (IV) 30d
48.72
Implied Volatility Rank (IVR) 1y
91.71
Implied Volatility Percentile (IVP) 1y
99.20
Historical Volatility (HV) 30d
27.98
IV / HV
1.74
Open Interest
279.00
Option Volume
10.00

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

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