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DEF - Invesco Defensive Equity ETF
Implied Volatility Analysis

Implied Volatility:
47.0%

Invesco Defensive Equity ETF has an Implied Volatility (IV) of 47.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DEF is 32 and the Implied Volatility Percentile (IVP) is 67. The current Implied Volatility Index for DEF is 0.28 standard deviations away from its 1 year mean.

Market Cap$292.90M
Dividend Yield1.20% ($0.78)
Next Dividend Date12/19/2022 (89d)
Implied Volatility (IV) 30d
47.05
Implied Volatility Rank (IVR) 1y
31.79
Implied Volatility Percentile (IVP) 1y
67.20
Historical Volatility (HV) 30d
20.11
IV / HV
2.34
Open Interest
5.00

Data was calculated after the 9/20/2022 closing.

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