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SPAB - SPDR Portfolio Aggregate Bond ETF
Implied Volatility Analysis

Implied Volatility:
13.3%

SPDR Portfolio Aggregate Bond ETF has an Implied Volatility (IV) of 13.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPAB is 6 and the Implied Volatility Percentile (IVP) is 21. The current Implied Volatility Index for SPAB is -0.57 standard deviations away from its 1 year mean.

Market Cap$6.36B
Dividend Yield2.69% ($0.67)
Next Dividend Date4/3/2023 (14d) !
Implied Volatility (IV) 30d
13.32
Implied Volatility Rank (IVR) 1y
6.09
Implied Volatility Percentile (IVP) 1y
20.92
Historical Volatility (HV) 30d
8.96
IV / HV
1.49
Open Interest
132.00
Option Volume
25.00

Data was calculated after the 3/17/2023 closing.

This stock chart shows SPAB Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for SPAB SPDR Portfolio Aggregate Bond ETF over a one year time horizon.
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