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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.

This stock chart shows SPTL Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for SPTL SPDR Portfolio Long Term Treasury ETF over a one year time horizon.
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