← Back to Stock / ETF implied volatility screenerSPEM - SPDR Portfolio Emerging Markets ETF
SPEM - SPDR Portfolio Emerging Markets ETF
Implied Volatility Analysis
Implied Volatility:
86.3%
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 Yield | 3.29% ($1.10) |
| Next Dividend Date | 6/20/2023 (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.