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NZAC - SPDR MSCI ACWI Climate Paris Aligned ETF
Implied Volatility Analysis

Implied Volatility:
182.9%

SPDR MSCI ACWI Climate Paris Aligned ETF has an Implied Volatility (IV) of 182.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NZAC is 16 and the Implied Volatility Percentile (IVP) is 66. The current Implied Volatility Index for NZAC is -0.12 standard deviations away from its 1 year mean.

Market Cap$213.10M
Dividend Yield1.03% ($0.26)
Next Dividend Date12/1/2022 (66d)
Implied Volatility (IV) 30d
182.94
Implied Volatility Rank (IVR) 1y
15.67
Implied Volatility Percentile (IVP) 1y
66.35
Historical Volatility (HV) 30d
20.10
IV / HV
9.10

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

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