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JNK - SPDR Bloomberg High Yield Bond ETF
Implied Volatility Analysis

Implied Volatility:
16.4%
Put/Call-Ratio:
6.69

SPDR Bloomberg High Yield Bond ETF has an Implied Volatility (IV) of 16.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JNK is 54 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for JNK is 1.58 standard deviations away from its 1 year mean.

Market Cap$5.69B
Dividend Yield4.99% ($4.60)
Next Dividend Date7/1/2022 (2d) !
Implied Volatility (IV) 30d
16.42
Implied Volatility Rank (IVR) 1y
54.01
Implied Volatility Percentile (IVP) 1y
91.70
Historical Volatility (HV) 30d
17.79
IV / HV
0.92
Open Interest
65.48K
Option Volume
2.59K
Put/Call Ratio (Volume)
6.69

Data was calculated after the 6/28/2022 closing.

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