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PSCH - Invesco S&P SmallCap Health Care ETF
Implied Volatility Analysis

Implied Volatility:
42.7%

Invesco S&P SmallCap Health Care ETF has an Implied Volatility (IV) of 42.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PSCH is 29 and the Implied Volatility Percentile (IVP) is 71. The current Implied Volatility Index for PSCH is 0.29 standard deviations away from its 1 year mean.

Market Cap$315.12M
Next Dividend Date12/19/2022 (85d)
Implied Volatility (IV) 30d
42.69
Implied Volatility Rank (IVR) 1y
29.41
Implied Volatility Percentile (IVP) 1y
71.00
Historical Volatility (HV) 30d
27.25
IV / HV
1.57
Open Interest
110.00
Option Volume
1.00

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

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