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VYM - Vanguard High Dividend Yield Indx ETF
Implied Volatility Analysis

Implied Volatility:
16.9%
Put/Call-Ratio:
0.09

Vanguard High Dividend Yield Indx ETF has an Implied Volatility (IV) of 16.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VYM is 34 and the Implied Volatility Percentile (IVP) is 28. The current Implied Volatility Index for VYM is -0.67 standard deviations away from its 1 year mean.

Market Cap$51.32B
Dividend Yield2.85% ($3.19)
Implied Volatility (IV) 30d
16.94
Implied Volatility Rank (IVR) 1y
33.99
Implied Volatility Percentile (IVP) 1y
28.17
Historical Volatility (HV) 30d
17.43
IV / HV
0.97
Open Interest
23.94K
Option Volume
387.00
Put/Call Ratio (Volume)
0.09

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

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