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SPSM - SPDR Portfolio S&P 600 Small Cap ETF
Implied Volatility Analysis

Implied Volatility:
35.7%
Put/Call-Ratio:
1.00

SPDR Portfolio S&P 600 Small Cap ETF has an Implied Volatility (IV) of 35.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPSM is 28 and the Implied Volatility Percentile (IVP) is 57. The current Implied Volatility Index for SPSM is -0.10 standard deviations away from its 1 year mean.

Market Cap$4.13B
Dividend Yield1.73% ($0.63)
Next Dividend Date12/19/2022 (88d)
Implied Volatility (IV) 30d
35.68
Implied Volatility Rank (IVR) 1y
27.95
Implied Volatility Percentile (IVP) 1y
57.39
Historical Volatility (HV) 30d
24.39
IV / HV
1.46
Open Interest
321.00
Option Volume
4.00
Put/Call Ratio (Volume)
1.00

Data was calculated after the 9/21/2022 closing.

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