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SPMB - SPDR Portfolio Mortgage Backed Bond ETF
Implied Volatility Analysis

Implied Volatility:
46.1%

SPDR Portfolio Mortgage Backed Bond ETF has an Implied Volatility (IV) of 46.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPMB is 25 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for SPMB is -0.21 standard deviations away from its 1 year mean.

Market Cap$3.72B
Dividend Yield2.96% ($0.63)
Next Dividend Date10/3/2022 (4d) !
Implied Volatility (IV) 30d
46.13
Implied Volatility Rank (IVR) 1y
24.52
Implied Volatility Percentile (IVP) 1y
53.60
Historical Volatility (HV) 30d
11.40
IV / HV
4.05
Open Interest
333.00
Option Volume
7.00

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

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