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

Implied Volatility:
25.6%
Put/Call-Ratio:
0.55

Invesco S&P 500 Low Volatility ETF has an Implied Volatility (IV) of 25.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPLV is 49 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for SPLV is 1.01 standard deviations away from its 1 year mean.

Market Cap$10.04B
Dividend Yield2.17% ($1.28)
Next Dividend Date10/24/2022 (25d)
Implied Volatility (IV) 30d
25.64
Implied Volatility Rank (IVR) 1y
48.92
Implied Volatility Percentile (IVP) 1y
88.40
Historical Volatility (HV) 30d
17.77
IV / HV
1.44
Open Interest
1.49K
Option Volume
51.00
Put/Call Ratio (Volume)
0.55

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

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