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JNK - SPDR Bloomberg High Yield Bond ETF
Implied Volatility Analysis

Implied Volatility:
13.0%
Put/Call-Ratio:
5.64

SPDR Bloomberg High Yield Bond ETF has an Implied Volatility (IV) of 13.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JNK is 37 and the Implied Volatility Percentile (IVP) is 33. The current Implied Volatility Index for JNK is -0.36 standard deviations away from its 1 year mean.

Market Cap$9.78B
Dividend Yield5.42% ($5.00)
Next Dividend Date12/1/2022 (4d) !
Implied Volatility (IV) 30d
12.98
Implied Volatility Rank (IVR) 1y
37.10
Implied Volatility Percentile (IVP) 1y
33.33
Historical Volatility (HV) 30d
15.17
IV / HV
0.86
Open Interest
42.02K
Option Volume
73.00
0
Put/Call Ratio (Volume)
5.64

Data was calculated after the 11/25/2022 closing.

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