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SPTL - SPDR Portfolio Long Term Treasury ETF
Implied Volatility Analysis

Implied Volatility:
25.3%
Put/Call-Ratio:
0.11

SPDR Portfolio Long Term Treasury ETF has an Implied Volatility (IV) of 25.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPTL is 56 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for SPTL is 1.02 standard deviations away from its 1 year mean.

Market Cap$5.98B
Dividend Yield2.51% ($0.78)
Next Dividend Date12/19/2022 (11d) !
Implied Volatility (IV) 30d
25.33
Implied Volatility Rank (IVR) 1y
56.22
Implied Volatility Percentile (IVP) 1y
85.38
Historical Volatility (HV) 30d
19.91
IV / HV
1.27
Open Interest
1.46K
Option Volume
51.00
Put/Call Ratio (Volume)
0.11

Data was calculated after the 12/7/2022 closing.

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