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SPIP - SPDR Portfolio TIPS ETF
Implied Volatility Analysis

Implied Volatility:
19.6%

SPDR Portfolio TIPS ETF has an Implied Volatility (IV) of 19.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPIP is 16 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for SPIP is 0.46 standard deviations away from its 1 year mean.

Market Cap$2.33B
Dividend Yield7.97% ($2.03)
Next Dividend Date10/3/2022 (4d) !
Implied Volatility (IV) 30d
19.57
Implied Volatility Rank (IVR) 1y
16.02
Implied Volatility Percentile (IVP) 1y
88.12
Historical Volatility (HV) 30d
12.48
IV / HV
1.57
Open Interest
779.00

Data was calculated after the 9/28/2022 closing.

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