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SDY - SPDR Dividend ETF
Implied Volatility Analysis

Implied Volatility:
22.9%
Put/Call-Ratio:
2.25

SPDR Dividend ETF has an Implied Volatility (IV) of 22.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SDY is 45 and the Implied Volatility Percentile (IVP) is 61. The current Implied Volatility Index for SDY is 0.35 standard deviations away from its 1 year mean.

Market Cap$23.76B
Dividend Yield2.53% ($3.24)
Next Dividend Date12/16/2022 (8d) !
Implied Volatility (IV) 30d
22.86
Implied Volatility Rank (IVR) 1y
44.68
Implied Volatility Percentile (IVP) 1y
61.26
Historical Volatility (HV) 30d
21.12
IV / HV
1.08
Open Interest
4.55K
Option Volume
39.00
Put/Call Ratio (Volume)
2.25

Data was calculated after the 12/7/2022 closing.

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