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KBE - SPDR S&P Bank ETF
Implied Volatility Analysis

Implied Volatility:
54.0%
Put/Call-Ratio:
5.32

SPDR S&P Bank ETF has an Implied Volatility (IV) of 54.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for KBE is 25 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for KBE is 0.24 standard deviations away from its 1 year mean.

Market Cap$1.99B
Dividend Yield2.76% ($1.28)
Next Dividend Date12/19/2022 (84d)
Implied Volatility (IV) 30d
53.95
Implied Volatility Rank (IVR) 1y
25.01
Implied Volatility Percentile (IVP) 1y
68.40
Historical Volatility (HV) 30d
24.26
IV / HV
2.22
Open Interest
67.38K
Option Volume
2.02K
Put/Call Ratio (Volume)
5.32

Data was calculated after the 9/23/2022 closing.

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