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SPMO - Invesco S&P 500 Momentum ETF
Implied Volatility Analysis

Implied Volatility:
59.3%

Invesco S&P 500 Momentum ETF has an Implied Volatility (IV) of 59.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPMO is 23 and the Implied Volatility Percentile (IVP) is 43. The current Implied Volatility Index for SPMO is -0.34 standard deviations away from its 1 year mean.

Market Cap$105.48M
Dividend Yield1.52% ($0.77)
Next Dividend Date12/19/2022 (83d)
Implied Volatility (IV) 30d
59.33
Implied Volatility Rank (IVR) 1y
23.23
Implied Volatility Percentile (IVP) 1y
43.06
Historical Volatility (HV) 30d
19.34
IV / HV
3.07
Open Interest
1.00

Data was calculated after the 9/26/2022 closing.

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