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

Implied Volatility:
43.8%

SPDR Portfolio Developed World ex-US ETF has an Implied Volatility (IV) of 43.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPDW is 32 and the Implied Volatility Percentile (IVP) is 50. The current Implied Volatility Index for SPDW is -0.07 standard deviations away from its 1 year mean.

Market Cap$13.30B
Dividend Yield3.90% ($1.18)
Next Dividend Date12/20/2022 (24d)
Implied Volatility (IV) 30d
43.77
Implied Volatility Rank (IVR) 1y
31.63
Implied Volatility Percentile (IVP) 1y
50.40
Historical Volatility (HV) 30d
25.86
IV / HV
1.69
Open Interest
430.00

Data was calculated after the 11/25/2022 closing.

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