← Back to Stock / ETF implied volatility screenerSPLV - Invesco S&P 500 Low Volatility ETF
SPLV - Invesco S&P 500 Low Volatility ETF
Implied Volatility Analysis
Implied Volatility:
20.8%
20.8%
Put/Call-Ratio:
0.84
0.84
Invesco S&P 500 Low Volatility ETF has an Implied Volatility (IV) of 20.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPLV is 35 and the Implied Volatility Percentile (IVP) is 53. The current Implied Volatility Index for SPLV is -0.04 standard deviations away from its 1 year mean.
| Market Cap | $9.55B |
|---|---|
| Dividend Yield | 2.24% ($1.36) |
| Next Dividend Date | 3/20/2023 (0d) ! |
| Implied Volatility (IV) 30d | 20.80 |
| Implied Volatility Rank (IVR) 1y | 34.82 |
| Implied Volatility Percentile (IVP) 1y | 52.78 |
| Historical Volatility (HV) 30d | 12.28 |
| IV / HV | 1.69 |
| Open Interest | 4.46K |
| Option Volume | 46.00 |
| Put/Call Ratio (Volume) | 0.84 |
Data was calculated after the 3/17/2023 closing.
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