← Back to Stock / ETF implied volatility screener

RYLD - Global X Russell 2000 Covered Call ETF
Implied Volatility Analysis

Implied Volatility:
28.0%
Put/Call-Ratio:
0.33

Global X Russell 2000 Covered Call ETF has an Implied Volatility (IV) of 28.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RYLD is 43 and the Implied Volatility Percentile (IVP) is 72. The current Implied Volatility Index for RYLD is 0.43 standard deviations away from its 1 year mean.

Market Cap$1.27B
Dividend Yield4.27% ($0.80)
Next Dividend Date10/24/2022 (19d)
Implied Volatility (IV) 30d
27.97
Implied Volatility Rank (IVR) 1y
42.59
Implied Volatility Percentile (IVP) 1y
72.19
Historical Volatility (HV) 30d
25.32
IV / HV
1.10
Open Interest
4.48K
Option Volume
192.00
Put/Call Ratio (Volume)
0.33

Data was calculated after the 10/4/2022 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.