← Back to Stock / ETF implied volatility screenerJNK - SPDR Bloomberg High Yield Bond ETF
JNK - SPDR Bloomberg High Yield Bond ETF
Implied Volatility Analysis
Implied Volatility:
15.3%
15.3%
Put/Call-Ratio:
11.47
11.47
SPDR Bloomberg High Yield Bond ETF has an Implied Volatility (IV) of 15.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JNK is 27 and the Implied Volatility Percentile (IVP) is 56. The current Implied Volatility Index for JNK is -0.01 standard deviations away from its 1 year mean.
| Market Cap | $7.24B |
|---|---|
| Dividend Yield | 6.03% ($5.52) |
| Next Dividend Date | 4/3/2023 (14d) ! |
| Implied Volatility (IV) 30d | 15.34 |
| Implied Volatility Rank (IVR) 1y | 27.26 |
| Implied Volatility Percentile (IVP) 1y | 55.95 |
| Historical Volatility (HV) 30d | 11.03 |
| IV / HV | 1.39 |
| Open Interest | 42.44K |
| Option Volume | 948.00 |
| Put/Call Ratio (Volume) | 11.47 |
Data was calculated after the 3/17/2023 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.