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SPDW - SPDR Portfolio Developed World ex-US ETF
Implied Volatility Analysis

Implied Volatility:
28.3%

SPDR Portfolio Developed World ex-US ETF has an Implied Volatility (IV) of 28.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPDW is 7 and the Implied Volatility Percentile (IVP) is 8. The current Implied Volatility Index for SPDW is -1.10 standard deviations away from its 1 year mean.

Market Cap$15.27B
Dividend Yield2.88% ($0.92)
Next Dividend Date6/20/2023 (79d)
Implied Volatility (IV) 30d
28.30
Implied Volatility Rank (IVR) 1y
6.64
Implied Volatility Percentile (IVP) 1y
7.94
Historical Volatility (HV) 30d
17.99
IV / HV
1.57
Open Interest
335.00

Data was calculated after the 3/31/2023 closing.

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