← Back to Stock / ETF implied volatility screener

SPHY - SPDR Portfolio High Yield Bond ETF
Implied Volatility Analysis

Implied Volatility:
32.6%

SPDR Portfolio High Yield Bond ETF has an Implied Volatility (IV) of 32.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPHY is 22 and the Implied Volatility Percentile (IVP) is 57. The current Implied Volatility Index for SPHY is -0.06 standard deviations away from its 1 year mean.

Market Cap$783.78M
Dividend Yield5.94% ($1.33)
Next Dividend Date10/3/2022 (9d) !
Implied Volatility (IV) 30d
32.64
Implied Volatility Rank (IVR) 1y
21.65
Implied Volatility Percentile (IVP) 1y
56.80
Historical Volatility (HV) 30d
13.44
IV / HV
2.43
Open Interest
201.00
Option Volume
12.00

Data was calculated after the 9/23/2022 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.