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MMTM - SPDR S&P 1500 Momentum Tilt ETF
Implied Volatility Analysis

Implied Volatility:
38.2%

SPDR S&P 1500 Momentum Tilt ETF has an Implied Volatility (IV) of 38.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MMTM is 100 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for MMTM is 1.30 standard deviations away from its 1 year mean.

Market Cap$80.96M
Dividend Yield1.49% ($2.57)
Next Dividend Date12/19/2022 (18d)
Implied Volatility (IV) 30d
38.17
Implied Volatility Rank (IVR) 1y
100.00
Implied Volatility Percentile (IVP) 1y
100.00
Historical Volatility (HV) 30d
21.24
IV / HV
1.80

Data was calculated after the 11/30/2022 closing.

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