← Back to Stock / ETF implied volatility screener

SPEM - SPDR Portfolio Emerging Markets ETF
Implied Volatility Analysis

Implied Volatility:
86.3%

SPDR Portfolio Emerging Markets ETF has an Implied Volatility (IV) of 86.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPEM is 44 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for SPEM is 1.55 standard deviations away from its 1 year mean.

Market Cap$6.79B
Dividend Yield3.29% ($1.10)
Next Dividend Date6/20/2023 (87d)
Implied Volatility (IV) 30d
86.26
Implied Volatility Rank (IVR) 1y
43.77
Implied Volatility Percentile (IVP) 1y
90.48
Historical Volatility (HV) 30d
16.46
IV / HV
5.24
Open Interest
39.00
Option Volume
1.00

Data was calculated after the 3/24/2023 closing.

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.