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SPTM - SPDR Portfolio S&P 1500 Composite Stock Market ETF
Implied Volatility Analysis

Implied Volatility:
27.0%
Put/Call-Ratio:
0.63

SPDR Portfolio S&P 1500 Composite Stock Market ETF has an Implied Volatility (IV) of 27.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPTM is 43 and the Implied Volatility Percentile (IVP) is 46. The current Implied Volatility Index for SPTM is -0.03 standard deviations away from its 1 year mean.

Market Cap$5.69B
Dividend Yield1.62% ($0.79)
Next Dividend Date12/19/2022 (11d) !
Implied Volatility (IV) 30d
27.04
Implied Volatility Rank (IVR) 1y
42.52
Implied Volatility Percentile (IVP) 1y
45.62
Historical Volatility (HV) 30d
25.95
IV / HV
1.04
Open Interest
12.79K
Option Volume
13.00
Put/Call Ratio (Volume)
0.63

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

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