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SPAB - SPDR Portfolio Aggregate Bond ETF
Implied Volatility Analysis

Implied Volatility:
14.6%

SPDR Portfolio Aggregate Bond ETF has an Implied Volatility (IV) of 14.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPAB is 24 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for SPAB is 0.23 standard deviations away from its 1 year mean.

Market Cap$6.34B
Dividend Yield2.30% ($0.60)
Next Dividend Date7/1/2022 (7d) !
Implied Volatility (IV) 30d
14.62
Implied Volatility Rank (IVR) 1y
23.94
Implied Volatility Percentile (IVP) 1y
68.02
Historical Volatility (HV) 30d
9.32
IV / HV
1.57
Open Interest
23.00

Data was calculated after the 6/23/2022 closing.

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