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SPCX - The SPAC and New Issue ETF
Implied Volatility Analysis

Implied Volatility:
22.8%

The SPAC and New Issue ETF has an Implied Volatility (IV) of 22.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPCX is 46 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for SPCX is 1.45 standard deviations away from its 1 year mean.

Market Cap$30.08M
Next Dividend Date12/27/2022 (87d)
Implied Volatility (IV) 30d
22.81
Implied Volatility Rank (IVR) 1y
45.56
Implied Volatility Percentile (IVP) 1y
92.40
Historical Volatility (HV) 30d
12.05
IV / HV
1.89
Open Interest
2.51K
Option Volume
4.00

Data was calculated after the 9/29/2022 closing.

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