← Back to Stock / ETF implied volatility screener

SPGM - SPDR Portfolio MSCI Global Stock Market ETF
Implied Volatility Analysis

Implied Volatility:
55.5%

SPDR Portfolio MSCI Global Stock Market ETF has an Implied Volatility (IV) of 55.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPGM is 35 and the Implied Volatility Percentile (IVP) is 83. The current Implied Volatility Index for SPGM is 0.71 standard deviations away from its 1 year mean.

Market Cap$446.45M
Dividend Yield2.79% ($1.22)
Next Dividend Date12/16/2022 (80d)
Implied Volatility (IV) 30d
55.53
Implied Volatility Rank (IVR) 1y
34.67
Implied Volatility Percentile (IVP) 1y
82.73
Historical Volatility (HV) 30d
20.31
IV / HV
2.73

Data was calculated after the 9/26/2022 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.