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EEMX - SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF
Implied Volatility Analysis

Implied Volatility:
48.2%

SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF has an Implied Volatility (IV) of 48.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EEMX is 15 and the Implied Volatility Percentile (IVP) is 16. The current Implied Volatility Index for EEMX is -0.86 standard deviations away from its 1 year mean.

Market Cap$86.67M
Dividend Yield2.34% ($1.27)
Next Dividend Date12/16/2022 (79d)
Implied Volatility (IV) 30d
48.20
Implied Volatility Rank (IVR) 1y
15.03
Implied Volatility Percentile (IVP) 1y
16.35
Historical Volatility (HV) 30d
17.43
IV / HV
2.77

Data was calculated after the 9/27/2022 closing.

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