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

Implied Volatility:
11.1%

SPDR Portfolio Short Term Corporate Bond ETF has an Implied Volatility (IV) of 11.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPSB is 29 and the Implied Volatility Percentile (IVP) is 64. The current Implied Volatility Index for SPSB is 0.04 standard deviations away from its 1 year mean.

Market Cap$7.40B
Dividend Yield1.22% ($0.36)
Next Dividend Date7/1/2022 (5d) !
Implied Volatility (IV) 30d
11.11
Implied Volatility Rank (IVR) 1y
28.72
Implied Volatility Percentile (IVP) 1y
64.12
Historical Volatility (HV) 30d
3.76
IV / HV
2.95
Open Interest
213.00

Data was calculated after the 6/24/2022 closing.

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