← Back to Stock / ETF implied volatility screener

CATH - Global X S&P 500 Catholic Values ETF
Implied Volatility Analysis

Implied Volatility:
71.7%

Global X S&P 500 Catholic Values ETF has an Implied Volatility (IV) of 71.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CATH is 58 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for CATH is 1.51 standard deviations away from its 1 year mean.

Market Cap$539.43M
Dividend Yield1.19% ($0.56)
Next Dividend Date12/29/2022 (100d)
Implied Volatility (IV) 30d
71.74
Implied Volatility Rank (IVR) 1y
58.09
Implied Volatility Percentile (IVP) 1y
91.94
Historical Volatility (HV) 30d
25.71
IV / HV
2.79
Open Interest
21.00

Data was calculated after the 9/19/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.