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PYZ - Invesco DWA Basic Materials Momentum ETF
Implied Volatility Analysis

Implied Volatility:
69.5%

Invesco DWA Basic Materials Momentum ETF has an Implied Volatility (IV) of 69.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PYZ is 40 and the Implied Volatility Percentile (IVP) is 87. The current Implied Volatility Index for PYZ is 1.03 standard deviations away from its 1 year mean.

Market Cap$104.14M
Dividend Yield1.15% ($0.84)
Next Dividend Date12/19/2022 (86d)
Implied Volatility (IV) 30d
69.50
Implied Volatility Rank (IVR) 1y
39.86
Implied Volatility Percentile (IVP) 1y
87.39
Historical Volatility (HV) 30d
33.24
IV / HV
2.09
Open Interest
2.00

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

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