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PEJ - Invesco Dynamic Leisure and Entertainment ETF
Implied Volatility Analysis

Implied Volatility:
90.7%

Invesco Dynamic Leisure and Entertainment ETF has an Implied Volatility (IV) of 90.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PEJ is 70 and the Implied Volatility Percentile (IVP) is 95. The current Implied Volatility Index for PEJ is 1.96 standard deviations away from its 1 year mean.

Market Cap$841.70M
Dividend Yield0.66% ($0.26)
Next Dividend Date12/19/2022 (90d)
Implied Volatility (IV) 30d
90.65
Implied Volatility Rank (IVR) 1y
70.31
Implied Volatility Percentile (IVP) 1y
95.23
Historical Volatility (HV) 30d
28.13
IV / HV
3.22
Open Interest
471.00
Option Volume
5.00

Data was calculated after the 9/19/2022 closing.

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