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SPHB - Invesco S&P 500 High Beta ETF
Implied Volatility Analysis

Implied Volatility:
46.1%
Put/Call-Ratio:
0.54

Invesco S&P 500 High Beta ETF has an Implied Volatility (IV) of 46.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPHB is 52 and the Implied Volatility Percentile (IVP) is 71. The current Implied Volatility Index for SPHB is 0.51 standard deviations away from its 1 year mean.

Market Cap$453.76M
Dividend Yield0.82% ($0.49)
Next Dividend Date12/19/2022 (85d)
Implied Volatility (IV) 30d
46.07
Implied Volatility Rank (IVR) 1y
51.50
Implied Volatility Percentile (IVP) 1y
71.20
Historical Volatility (HV) 30d
34.75
IV / HV
1.33
Open Interest
1.58K
Option Volume
63.00
Put/Call Ratio (Volume)
0.54

Data was calculated after the 9/23/2022 closing.

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