← Back to Stock / ETF implied volatility screenerSPTL - SPDR Portfolio Long Term Treasury ETF
SPTL - SPDR Portfolio Long Term Treasury ETF
Implied Volatility Analysis
Implied Volatility:
25.3%
25.3%
Put/Call-Ratio:
0.11
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 Yield | 2.51% ($0.78) |
| Next Dividend Date | 12/19/2022 (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.
Sign up for our upcoming FREE newsletter!
- Concrete option trades for the upcoming day
- Portfolios with backtested profitable option strategies
- It's free. Contains just value. Unsubscribe any time.