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GWX - SPDR S&P International Small Cap ETF
Implied Volatility Analysis

Implied Volatility:
46.7%

SPDR S&P International Small Cap ETF has an Implied Volatility (IV) of 46.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GWX is 37 and the Implied Volatility Percentile (IVP) is 77. The current Implied Volatility Index for GWX is 0.54 standard deviations away from its 1 year mean.

Market Cap$675.11M
Dividend Yield3.65% ($1.08)
Next Dividend Date12/20/2022 (97d)
Implied Volatility (IV) 30d
46.69
Implied Volatility Rank (IVR) 1y
37.46
Implied Volatility Percentile (IVP) 1y
76.59
Historical Volatility (HV) 30d
21.09
IV / HV
2.21
Open Interest
34.00

Data was calculated after the 9/13/2022 closing.

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