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SPIB - SPDR Portfolio Intermediate Term Corporate Bond ETF
Implied Volatility Analysis

Implied Volatility:
9.9%

SPDR Portfolio Intermediate Term Corporate Bond ETF has an Implied Volatility (IV) of 9.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPIB is 5 and the Implied Volatility Percentile (IVP) is 18. The current Implied Volatility Index for SPIB is -0.52 standard deviations away from its 1 year mean.

Market Cap$5.84B
Dividend Yield2.35% ($0.75)
Next Dividend Date12/1/2022 (3d) !
Implied Volatility (IV) 30d
9.87
Implied Volatility Rank (IVR) 1y
4.93
Implied Volatility Percentile (IVP) 1y
18.42
Historical Volatility (HV) 30d
7.22
IV / HV
1.37
Open Interest
126.00
Option Volume
1.00

Data was calculated after the 11/25/2022 closing.

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