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SPGP - Invesco S&P 500 GARP ETF
Implied Volatility Analysis

Implied Volatility:
33.6%

Invesco S&P 500 GARP ETF has an Implied Volatility (IV) of 33.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPGP is 43 and the Implied Volatility Percentile (IVP) is 76. The current Implied Volatility Index for SPGP is 0.54 standard deviations away from its 1 year mean.

Market Cap$1.25B
Dividend Yield1.12% ($0.90)
Next Dividend Date12/19/2022 (87d)
Implied Volatility (IV) 30d
33.56
Implied Volatility Rank (IVR) 1y
42.97
Implied Volatility Percentile (IVP) 1y
75.60
Historical Volatility (HV) 30d
25.69
IV / HV
1.31
Open Interest
82.00

Data was calculated after the 9/21/2022 closing.

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