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SPEM - SPDR Portfolio Emerging Markets ETF
Implied Volatility Analysis

Implied Volatility:
50.4%

SPDR Portfolio Emerging Markets ETF has an Implied Volatility (IV) of 50.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPEM is 38 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for SPEM is 0.97 standard deviations away from its 1 year mean.

Market Cap$5.13B
Dividend Yield4.53% ($1.41)
Next Dividend Date12/20/2022 (77d)
Implied Volatility (IV) 30d
50.39
Implied Volatility Rank (IVR) 1y
37.80
Implied Volatility Percentile (IVP) 1y
84.74
Historical Volatility (HV) 30d
19.95
IV / HV
2.53
Open Interest
173.00
Option Volume
2.00

Data was calculated after the 10/3/2022 closing.

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