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CGW - Invesco S&P Global Water Index ETF
Implied Volatility Analysis

Implied Volatility:
46.4%

Invesco S&P Global Water Index ETF has an Implied Volatility (IV) of 46.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CGW is 30 and the Implied Volatility Percentile (IVP) is 74. The current Implied Volatility Index for CGW is 0.50 standard deviations away from its 1 year mean.

Market Cap$963.13M
Dividend Yield2.05% ($0.96)
Next Dividend Date12/19/2022 (97d)
Implied Volatility (IV) 30d
46.44
Implied Volatility Rank (IVR) 1y
29.64
Implied Volatility Percentile (IVP) 1y
74.30
Historical Volatility (HV) 30d
19.72
IV / HV
2.35
Open Interest
161.00

Data was calculated after the 9/12/2022 closing.

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