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

Implied Volatility:
28.4%
Put/Call-Ratio:
0.83

SPDR Portfolio S&P 500 ETF has an Implied Volatility (IV) of 28.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPLG is 69 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for SPLG is 1.20 standard deviations away from its 1 year mean.

Market Cap$12.97B
Dividend Yield1.57% ($0.72)
Next Dividend Date9/19/2022 (82d)
Implied Volatility (IV) 30d
28.44
Implied Volatility Rank (IVR) 1y
69.18
Implied Volatility Percentile (IVP) 1y
81.38
Historical Volatility (HV) 30d
28.79
IV / HV
0.99
Open Interest
5.84K
Option Volume
296.00
Put/Call Ratio (Volume)
0.83

Data was calculated after the 6/28/2022 closing.

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