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VXUS - Vanguard Total International Stock ETF
Implied Volatility Analysis

Implied Volatility:
21.1%
Put/Call-Ratio:
0.24

Vanguard Total International Stock ETF has an Implied Volatility (IV) of 21.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VXUS is 27 and the Implied Volatility Percentile (IVP) is 22. The current Implied Volatility Index for VXUS is -0.76 standard deviations away from its 1 year mean.

Market Cap$49.29B
Dividend Yield3.62% ($1.90)
Next Dividend Date12/19/2022 (21d)
Implied Volatility (IV) 30d
21.10
Implied Volatility Rank (IVR) 1y
27.31
Implied Volatility Percentile (IVP) 1y
22.22
Historical Volatility (HV) 30d
24.69
IV / HV
0.85
Open Interest
2.90K
Option Volume
21.00
Put/Call Ratio (Volume)
0.24

Data was calculated after the 11/25/2022 closing.

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