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PZA - Invesco National AMT-Free Municipal Bond ETF
Implied Volatility Analysis

Implied Volatility:
84.5%

Invesco National AMT-Free Municipal Bond ETF has an Implied Volatility (IV) of 84.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PZA is 67 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for PZA is 3.22 standard deviations away from its 1 year mean.

Market Cap$1.99B
Dividend Yield2.61% ($0.60)
Next Dividend Date12/19/2022 (17d)
Implied Volatility (IV) 30d
84.46
Implied Volatility Rank (IVR) 1y
67.37
Implied Volatility Percentile (IVP) 1y
97.23
Historical Volatility (HV) 30d
9.53
IV / HV
8.86
Open Interest
1.13K
Option Volume
13.00

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

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