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PSCC - Invesco S&P SmallCap Consumer Staples ETF
Implied Volatility Analysis

Implied Volatility:
38.3%

Invesco S&P SmallCap Consumer Staples ETF has an Implied Volatility (IV) of 38.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PSCC is 16 and the Implied Volatility Percentile (IVP) is 19. The current Implied Volatility Index for PSCC is -0.87 standard deviations away from its 1 year mean.

Market Cap$60.70M
Dividend Yield1.07% ($1.18)
Next Dividend Date12/19/2022 (17d)
Implied Volatility (IV) 30d
38.32
Implied Volatility Rank (IVR) 1y
15.62
Implied Volatility Percentile (IVP) 1y
18.70
Historical Volatility (HV) 30d
20.42
IV / HV
1.88
Open Interest
3.00

Data was calculated after the 12/1/2022 closing.

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