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SLYV - SPDR S&P 600 Small Cap Value ETF
Implied Volatility Analysis

Implied Volatility:
55.7%

SPDR S&P 600 Small Cap Value ETF has an Implied Volatility (IV) of 55.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SLYV is 36 and the Implied Volatility Percentile (IVP) is 82. The current Implied Volatility Index for SLYV is 0.73 standard deviations away from its 1 year mean.

Market Cap$3.67B
Dividend Yield2.15% ($1.51)
Next Dividend Date12/19/2022 (84d)
Implied Volatility (IV) 30d
55.66
Implied Volatility Rank (IVR) 1y
36.10
Implied Volatility Percentile (IVP) 1y
81.55
Historical Volatility (HV) 30d
24.87
IV / HV
2.24
Open Interest
214.00
Option Volume
52.00

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

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