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 Yield | 2.68% ($0.82) |
Next Dividend Date | 4/3/2023 (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.