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SPEM - SPDR Portfolio Emerging Markets ETF
Implied Volatility Analysis

Implied Volatility:
46.1%

SPDR Portfolio Emerging Markets ETF has an Implied Volatility (IV) of 46.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPEM is 32 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for SPEM is 0.88 standard deviations away from its 1 year mean.

Market Cap$5.36B
Dividend Yield4.10% ($1.41)
Next Dividend Date12/20/2022 (179d)
Implied Volatility (IV) 30d
46.14
Implied Volatility Rank (IVR) 1y
32.17
Implied Volatility Percentile (IVP) 1y
84.21
Historical Volatility (HV) 30d
23.84
IV / HV
1.94
Open Interest
94.00

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

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