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SPHD - Invesco S&P 500 High Dividend Low Volatility ETF
Implied Volatility Analysis

Implied Volatility:
21.1%
Put/Call-Ratio:
10.36

Invesco S&P 500 High Dividend Low Volatility ETF has an Implied Volatility (IV) of 21.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPHD is 27 and the Implied Volatility Percentile (IVP) is 50. The current Implied Volatility Index for SPHD is -0.07 standard deviations away from its 1 year mean.

Market Cap$3.76B
Dividend Yield3.78% ($1.64)
Next Dividend Date9/19/2022 (0d) !
Implied Volatility (IV) 30d
21.09
Implied Volatility Rank (IVR) 1y
27.11
Implied Volatility Percentile (IVP) 1y
50.40
Historical Volatility (HV) 30d
19.75
IV / HV
1.07
Open Interest
5.19K
Option Volume
1.24K
Put/Call Ratio (Volume)
10.36

Data was calculated after the 9/16/2022 closing.

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