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

Implied Volatility:
51.6%

SPDR Portfolio Developed World ex-US ETF has an Implied Volatility (IV) of 51.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPDW is 35 and the Implied Volatility Percentile (IVP) is 89. The current Implied Volatility Index for SPDW is 1.08 standard deviations away from its 1 year mean.

Market Cap$10.99B
Dividend Yield4.13% ($1.18)
Next Dividend Date12/20/2022 (179d)
Implied Volatility (IV) 30d
51.58
Implied Volatility Rank (IVR) 1y
34.92
Implied Volatility Percentile (IVP) 1y
89.07
Historical Volatility (HV) 30d
22.64
IV / HV
2.28
Open Interest
447.00
Option Volume
46.00

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

This stock chart shows SPDW Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for SPDW SPDR Portfolio Developed World ex-US ETF over a one year time horizon.
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