← Back to Stock / ETF implied volatility screener

RPV - Invesco S&P 500 Pure Value ETF
Implied Volatility Analysis

Implied Volatility:
42.2%

Invesco S&P 500 Pure Value ETF has an Implied Volatility (IV) of 42.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RPV is 41 and the Implied Volatility Percentile (IVP) is 71. The current Implied Volatility Index for RPV is 0.48 standard deviations away from its 1 year mean.

Market Cap$3.28B
Dividend Yield2.23% ($1.67)
Next Dividend Date12/19/2022 (88d)
Implied Volatility (IV) 30d
42.18
Implied Volatility Rank (IVR) 1y
41.48
Implied Volatility Percentile (IVP) 1y
70.90
Historical Volatility (HV) 30d
21.71
IV / HV
1.94
Open Interest
211.00

Data was calculated after the 9/21/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.