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SPTL - SPDR Portfolio Long Term Treasury ETF
Implied Volatility Analysis

Implied Volatility:
18.4%

SPDR Portfolio Long Term Treasury ETF has an Implied Volatility (IV) of 18.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPTL is 13 and the Implied Volatility Percentile (IVP) is 13. The current Implied Volatility Index for SPTL is -1.20 standard deviations away from its 1 year mean.

Market Cap$6.18B
Dividend Yield2.68% ($0.82)
Next Dividend Date4/3/2023 (1d) !
Implied Volatility (IV) 30d
18.40
Implied Volatility Rank (IVR) 1y
12.88
Implied Volatility Percentile (IVP) 1y
12.96
Historical Volatility (HV) 30d
19.65
IV / HV
0.94
Open Interest
791.00
Option Volume
23.00

Data was calculated after the 3/31/2023 closing.

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