← Back to Stock / ETF implied volatility screener

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.

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.
Tradingview Chart →

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.