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FEZ - SPDR EURO Stoxx 50 ETF
Implied Volatility Analysis

Implied Volatility:
38.7%
Put/Call-Ratio:
18.49

SPDR EURO Stoxx 50 ETF has an Implied Volatility (IV) of 38.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FEZ is 41 and the Implied Volatility Percentile (IVP) is 93. The current Implied Volatility Index for FEZ is 1.23 standard deviations away from its 1 year mean.

Market Cap$1.27B
Dividend Yield5.05% ($1.58)
Next Dividend Date12/19/2022 (80d)
Implied Volatility (IV) 30d
38.69
Implied Volatility Rank (IVR) 1y
40.87
Implied Volatility Percentile (IVP) 1y
92.89
Historical Volatility (HV) 30d
28.55
IV / HV
1.36
Open Interest
373.81K
Option Volume
5.97K
Put/Call Ratio (Volume)
18.49

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

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