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GII - SPDR S&P Global Infrastructure ETF
Implied Volatility Analysis

Implied Volatility:
63.1%

SPDR S&P Global Infrastructure ETF has an Implied Volatility (IV) of 63.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GII is 39 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for GII is 0.68 standard deviations away from its 1 year mean.

Market Cap$508.54M
Dividend Yield3.06% ($1.54)
Next Dividend Date12/16/2022 (80d)
Implied Volatility (IV) 30d
63.13
Implied Volatility Rank (IVR) 1y
38.54
Implied Volatility Percentile (IVP) 1y
81.05
Historical Volatility (HV) 30d
21.95
IV / HV
2.88
Open Interest
11.00

Data was calculated after the 9/26/2022 closing.

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