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SPLG - SPDR Portfolio S&P 500 ETF
Implied Volatility Analysis

Implied Volatility:
26.6%
Put/Call-Ratio:
0.77

SPDR Portfolio S&P 500 ETF has an Implied Volatility (IV) of 26.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPLG is 58 and the Implied Volatility Percentile (IVP) is 56. The current Implied Volatility Index for SPLG is 0.27 standard deviations away from its 1 year mean.

Market Cap$15.47B
Dividend Yield1.63% ($0.75)
Next Dividend Date12/19/2022 (11d) !
Implied Volatility (IV) 30d
26.58
Implied Volatility Rank (IVR) 1y
58.31
Implied Volatility Percentile (IVP) 1y
56.13
Historical Volatility (HV) 30d
25.86
IV / HV
1.03
Open Interest
12.86K
Option Volume
143.00
Put/Call Ratio (Volume)
0.77

Data was calculated after the 12/7/2022 closing.

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