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WTMF - WisdomTree Managed Futures Strategy Fund
Implied Volatility Analysis

Implied Volatility:
118.5%

WisdomTree Managed Futures Strategy Fund has an Implied Volatility (IV) of 118.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WTMF is 68 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for WTMF is 0.51 standard deviations away from its 1 year mean.

Market Cap$128.82M
Next Dividend Date12/23/2022 (21d)
Implied Volatility (IV) 30d
118.45
Implied Volatility Rank (IVR) 1y
68.09
Implied Volatility Percentile (IVP) 1y
84.72
Historical Volatility (HV) 30d
7.57
IV / HV
15.65

Data was calculated after the 12/1/2022 closing.

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