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SPHQ - Invesco S&P 500 Quality ETF
Implied Volatility Analysis

Implied Volatility:
52.3%

Invesco S&P 500 Quality ETF has an Implied Volatility (IV) of 52.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPHQ is 60 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for SPHQ is 1.34 standard deviations away from its 1 year mean.

Market Cap$3.20B
Dividend Yield1.84% ($0.75)
Next Dividend Date12/19/2022 (83d)
Implied Volatility (IV) 30d
52.27
Implied Volatility Rank (IVR) 1y
59.85
Implied Volatility Percentile (IVP) 1y
91.57
Historical Volatility (HV) 30d
20.23
IV / HV
2.58
Open Interest
157.00

Data was calculated after the 9/26/2022 closing.

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