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NANR - SPDR S&P North American Natural Resources ETF
Implied Volatility Analysis

Implied Volatility:
60.5%

SPDR S&P North American Natural Resources ETF has an Implied Volatility (IV) of 60.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NANR is 30 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for NANR is 0.05 standard deviations away from its 1 year mean.

Market Cap$609.61M
Dividend Yield2.10% ($1.21)
Next Dividend Date12/16/2022 (18d)
Implied Volatility (IV) 30d
60.52
Implied Volatility Rank (IVR) 1y
29.80
Implied Volatility Percentile (IVP) 1y
54.42
Historical Volatility (HV) 30d
32.45
IV / HV
1.87
Open Interest
28.00

Data was calculated after the 11/25/2022 closing.

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