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QEFA - SPDR MSCI EAFE StrategicFactors SM ETF
Implied Volatility Analysis

Implied Volatility:
58.7%

SPDR MSCI EAFE StrategicFactors SM ETF has an Implied Volatility (IV) of 58.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for QEFA is 51 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for QEFA is 1.23 standard deviations away from its 1 year mean.

Market Cap$720.94M
Dividend Yield3.70% ($2.15)
Next Dividend Date12/16/2022 (81d)
Implied Volatility (IV) 30d
58.68
Implied Volatility Rank (IVR) 1y
51.20
Implied Volatility Percentile (IVP) 1y
89.96
Historical Volatility (HV) 30d
21.02
IV / HV
2.79
Open Interest
2.00

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

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