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SJNK - SPDR Bloomberg Short Term High Yield Bond ETF
Implied Volatility Analysis

Implied Volatility:
21.9%

SPDR Bloomberg Short Term High Yield Bond ETF has an Implied Volatility (IV) of 21.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SJNK is 25 and the Implied Volatility Percentile (IVP) is 70. The current Implied Volatility Index for SJNK is 0.18 standard deviations away from its 1 year mean.

Market Cap$3.13B
Dividend Yield5.38% ($1.28)
Next Dividend Date11/1/2022 (27d)
Implied Volatility (IV) 30d
21.94
Implied Volatility Rank (IVR) 1y
24.89
Implied Volatility Percentile (IVP) 1y
69.84
Historical Volatility (HV) 30d
11.08
IV / HV
1.98
Open Interest
11.04K
Option Volume
4.00

Data was calculated after the 10/4/2022 closing.

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