iShares Core S&P Small-Ca... (IJR)
117.16
2.07 (1.80%)
At close: Jan 15, 2025, 3:47 PM
Volatility Exposure
iShares Core S&P Small-Cap ETF has experienced an average implied volatility of 0.20 and an average realized volatility of 0.18.
| Date | % Change | P/C | Total OI | % OI Change | IV (30D) | Realized Vol. | Vol. Spread |
|---|---|---|---|---|---|---|---|
| 01/13/2025 | +1.35% | 0.31 | 23.41K | +0.39% | 0.21 | n/a | n/a |
| 01/10/2025 | -0.59% | 0.31 | 23.32K | +1.18% | 0.22 | n/a | n/a |
| 01/08/2025 | +0.61% | 0.47 | 23.05K | +0.30% | 0.2 | n/a | n/a |
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