← Back to Stock / ETF implied volatility screener

SPAB - SPDR Portfolio Aggregate Bond ETF
Implied Volatility Analysis

Implied Volatility:
17.3%

SPDR Portfolio Aggregate Bond ETF has an Implied Volatility (IV) of 17.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPAB is 27 and the Implied Volatility Percentile (IVP) is 74. The current Implied Volatility Index for SPAB is 0.32 standard deviations away from its 1 year mean.

Market Cap$5.88B
Dividend Yield2.45% ($0.61)
Next Dividend Date10/3/2022 (4d) !
Implied Volatility (IV) 30d
17.29
Implied Volatility Rank (IVR) 1y
27.18
Implied Volatility Percentile (IVP) 1y
74.00
Historical Volatility (HV) 30d
9.50
IV / HV
1.82
Open Interest
185.00

Data was calculated after the 9/28/2022 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.