← Back to Stock / ETF implied volatility screenerSPSB - SPDR Portfolio Short Term Corporate Bond ETF
SPSB - SPDR Portfolio Short Term Corporate Bond ETF
Implied Volatility Analysis
Implied Volatility:
10.3%
10.3%
SPDR Portfolio Short Term Corporate Bond ETF has an Implied Volatility (IV) of 10.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPSB is 8 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for SPSB is -0.35 standard deviations away from its 1 year mean.
| Market Cap | $7.64B |
|---|---|
| Dividend Yield | 2.28% ($0.67) |
| Next Dividend Date | 4/3/2023 (1d) ! |
| Implied Volatility (IV) 30d | 10.28 |
| Implied Volatility Rank (IVR) 1y | 8.32 |
| Implied Volatility Percentile (IVP) 1y | 53.68 |
| Historical Volatility (HV) 30d | 3.51 |
| IV / HV | 2.93 |
| Open Interest | 503.00 |
Data was calculated after the 3/31/2023 closing.
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