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FLRN - SPDR Bloomberg Investment Grade Floating Rate ETF
Implied Volatility Analysis

Implied Volatility:
31.0%

SPDR Bloomberg Investment Grade Floating Rate ETF has an Implied Volatility (IV) of 31.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FLRN is 12 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for FLRN is -0.94 standard deviations away from its 1 year mean.

Market Cap$3.22B
Dividend Yield0.89% ($0.27)
Next Dividend Date10/3/2022 (2d) !
Implied Volatility (IV) 30d
31.01
Implied Volatility Rank (IVR) 1y
11.93
Implied Volatility Percentile (IVP) 1y
10.97
Historical Volatility (HV) 30d
1.37
IV / HV
22.64
Open Interest
174.00
Option Volume
7.00

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

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