← Back to Stock / ETF implied volatility screener

HYMB - SPDR Nuveen Bloomberg High Yield Municipal Bond ETF
Implied Volatility Analysis

Implied Volatility:
20.4%
Put/Call-Ratio:
1.77

SPDR Nuveen Bloomberg High Yield Municipal Bond ETF has an Implied Volatility (IV) of 20.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HYMB is 70 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for HYMB is 1.43 standard deviations away from its 1 year mean.

Market Cap$1.76B
Dividend Yield3.73% ($1.80)
Next Dividend Date10/3/2022 (3d) !
Implied Volatility (IV) 30d
20.36
Implied Volatility Rank (IVR) 1y
69.83
Implied Volatility Percentile (IVP) 1y
90.40
Historical Volatility (HV) 30d
6.84
IV / HV
2.98
Open Interest
1.34K
Option Volume
391.00
Put/Call Ratio (Volume)
1.77

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

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.