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BIL - SPDR Bloomberg 1-3 Month T-Bill ETF
Implied Volatility Analysis

Implied Volatility:
7.6%

SPDR Bloomberg 1-3 Month T-Bill ETF has an Implied Volatility (IV) of 7.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BIL is 7 and the Implied Volatility Percentile (IVP) is 65. The current Implied Volatility Index for BIL is -0.20 standard deviations away from its 1 year mean.

Market Cap$22.57B
Dividend Yield0.35% ($0.32)
Next Dividend Date10/3/2022 (3d) !
Implied Volatility (IV) 30d
7.57
Implied Volatility Rank (IVR) 1y
6.80
Implied Volatility Percentile (IVP) 1y
65.48
Historical Volatility (HV) 30d
0.54
IV / HV
14.02
Open Interest
6.63K
Option Volume
51.00

Data was calculated after the 9/29/2022 closing.

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