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SPLV - Invesco S&P 500 Low Volatility ETF
Implied Volatility Analysis

Implied Volatility:
21.4%
Put/Call-Ratio:
0.21

Invesco S&P 500 Low Volatility ETF has an Implied Volatility (IV) of 21.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPLV is 37 and the Implied Volatility Percentile (IVP) is 66. The current Implied Volatility Index for SPLV is 0.40 standard deviations away from its 1 year mean.

Market Cap$9.44B
Dividend Yield1.98% ($1.20)
Next Dividend Date7/18/2022 (23d)
Implied Volatility (IV) 30d
21.36
Implied Volatility Rank (IVR) 1y
37.21
Implied Volatility Percentile (IVP) 1y
66.40
Historical Volatility (HV) 30d
21.16
IV / HV
1.01
Open Interest
6.82K
Option Volume
125.00
Put/Call Ratio (Volume)
0.21

Data was calculated after the 6/24/2022 closing.

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