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SPSB - SPDR Portfolio Short Term Corporate Bond ETF
Implied Volatility Analysis

Implied Volatility:
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 Yield2.28% ($0.67)
Next Dividend Date4/3/2023 (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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