← Back to Stock / ETF implied volatility screenerSPIB - SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB - SPDR Portfolio Intermediate Term Corporate Bond ETF
Implied Volatility Analysis
Implied Volatility:
45.9%
45.9%
SPDR Portfolio Intermediate Term Corporate Bond ETF has an Implied Volatility (IV) of 45.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPIB is 63 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for SPIB is 2.84 standard deviations away from its 1 year mean.
| Market Cap | $6.24B |
|---|---|
| Dividend Yield | 2.91% ($0.93) |
| Next Dividend Date | 4/3/2023 (14d) ! |
| Implied Volatility (IV) 30d | 45.92 |
| Implied Volatility Rank (IVR) 1y | 63.14 |
| Implied Volatility Percentile (IVP) 1y | 96.83 |
| Historical Volatility (HV) 30d | 6.05 |
| IV / HV | 7.59 |
| Open Interest | 116.00 |
Data was calculated after the 3/17/2023 closing.
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