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LQIG - SPDR MarketAxess Investment Grade 400 Corporate Bond ETF
Implied Volatility Analysis

Implied Volatility:
19.9%

SPDR MarketAxess Investment Grade 400 Corporate Bond ETF has an Implied Volatility (IV) of 19.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LQIG is 20 and the Implied Volatility Percentile (IVP) is 66. The current Implied Volatility Index for LQIG is -0.13 standard deviations away from its 1 year mean.

Market Cap$99.01M
Dividend Yield1.16% ($1.09)
Implied Volatility (IV) 30d
19.95
Implied Volatility Rank (IVR) 1y
20.03
Implied Volatility Percentile (IVP) 1y
65.96
Historical Volatility (HV) 30d
10.48
IV / HV
1.90

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

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