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SPTL - SPDR Portfolio Long Term Treasury ETF
Implied Volatility Analysis

Implied Volatility:
22.2%
Put/Call-Ratio:
4.25

SPDR Portfolio Long Term Treasury ETF has an Implied Volatility (IV) of 22.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPTL is 44 and the Implied Volatility Percentile (IVP) is 78. The current Implied Volatility Index for SPTL is 0.90 standard deviations away from its 1 year mean.

Market Cap$5.58B
Dividend Yield2.23% ($0.73)
Next Dividend Date7/1/2022 (7d) !
Implied Volatility (IV) 30d
22.20
Implied Volatility Rank (IVR) 1y
44.22
Implied Volatility Percentile (IVP) 1y
78.14
Historical Volatility (HV) 30d
20.50
IV / HV
1.08
Open Interest
1.41K
Option Volume
21.00
Put/Call Ratio (Volume)
4.25

Data was calculated after the 6/23/2022 closing.

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