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GNR - SPDR S&P Global Natural Resources ETF
Implied Volatility Analysis

Implied Volatility:
57.4%

SPDR S&P Global Natural Resources ETF has an Implied Volatility (IV) of 57.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GNR is 36 and the Implied Volatility Percentile (IVP) is 83. The current Implied Volatility Index for GNR is 0.84 standard deviations away from its 1 year mean.

Market Cap$3.21B
Dividend Yield4.39% ($2.31)
Next Dividend Date12/16/2022 (85d)
Implied Volatility (IV) 30d
57.38
Implied Volatility Rank (IVR) 1y
36.40
Implied Volatility Percentile (IVP) 1y
82.82
Historical Volatility (HV) 30d
27.32
IV / HV
2.10
Open Interest
127.00

Data was calculated after the 9/21/2022 closing.

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