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VYMI - Vanguard International High Dividend Yield ETF
Implied Volatility Analysis

Implied Volatility:
50.0%

Vanguard International High Dividend Yield ETF has an Implied Volatility (IV) of 50.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VYMI is 40 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for VYMI is 0.96 standard deviations away from its 1 year mean.

Market Cap$3.63B
Dividend Yield5.89% ($3.07)
Next Dividend Date12/19/2022 (81d)
Implied Volatility (IV) 30d
50.02
Implied Volatility Rank (IVR) 1y
40.06
Implied Volatility Percentile (IVP) 1y
83.60
Historical Volatility (HV) 30d
21.61
IV / HV
2.31
Open Interest
800.00

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

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