← Back to Stock / ETF implied volatility screener# WTMF - WisdomTree Managed Futures Strategy Fund

Implied Volatility Analysis

**Implied Volatility:**

118.5%

Implied Volatility Analysis

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 Date | 12/23/2022 (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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