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PBP - Invesco S&P 500 BuyWrite ETF
Implied Volatility Analysis

Implied Volatility:
228.9%

Invesco S&P 500 BuyWrite ETF has an Implied Volatility (IV) of 228.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PBP is 88 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for PBP is 5.59 standard deviations away from its 1 year mean.

Market Cap$109.90M
Dividend Yield7.44% ($1.47)
Next Dividend Date12/19/2022 (88d)
Implied Volatility (IV) 30d
228.88
Implied Volatility Rank (IVR) 1y
88.20
Implied Volatility Percentile (IVP) 1y
99.60
Historical Volatility (HV) 30d
22.47
IV / HV
10.19
Open Interest
13.00

Data was calculated after the 9/21/2022 closing.

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