← Back to Stock / ETF implied volatility screener

SPGI - S&P Global
Implied Volatility Analysis

Implied Volatility:
32.5%
Put/Call-Ratio:
2.74

S&P Global has an Implied Volatility (IV) of 32.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPGI is 36 and the Implied Volatility Percentile (IVP) is 41. The current Implied Volatility Index for SPGI is -0.28 standard deviations away from its 1 year mean.

Market Cap$117.11B
Dividend Yield0.94% ($3.31)
Next Earnings Date2/7/2023 (61d)
Implied Volatility (IV) 30d
32.50
Implied Volatility Rank (IVR) 1y
35.82
Implied Volatility Percentile (IVP) 1y
40.71
Historical Volatility (HV) 30d
41.50
IV / HV
0.78
Open Interest
42.90K
Option Volume
411.00
Put/Call Ratio (Volume)
2.74

Data was calculated after the 12/7/2022 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.