← Back to Stock / ETF implied volatility screener

SNLN - Highland/iBoxx Senior Loan ETF
Implied Volatility Analysis

Implied Volatility:
67.5%

Highland/iBoxx Senior Loan ETF has an Implied Volatility (IV) of 67.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SNLN is 12 and the Implied Volatility Percentile (IVP) is 38. The current Implied Volatility Index for SNLN is -0.46 standard deviations away from its 1 year mean.

Market Cap$32.12M
Dividend Yield3.86% ($0.56)
Next Dividend Date10/14/2022 (13d) !
Implied Volatility (IV) 30d
67.46
Implied Volatility Rank (IVR) 1y
12.36
Implied Volatility Percentile (IVP) 1y
37.65
Historical Volatility (HV) 30d
4.29
IV / HV
15.72
Open Interest
925.00

Data was calculated after the 9/30/2022 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.