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SPTS - SPDR Portfolio Short Term Treasury ETF
Implied Volatility Analysis

Implied Volatility:
6.1%
Put/Call-Ratio:
0.08

SPDR Portfolio Short Term Treasury ETF has an Implied Volatility (IV) of 6.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPTS is 2 and the Implied Volatility Percentile (IVP) is 4. The current Implied Volatility Index for SPTS is -0.99 standard deviations away from its 1 year mean.

Market Cap$3.40B
Dividend Yield0.58% ($0.17)
Next Dividend Date10/3/2022 (2d) !
Implied Volatility (IV) 30d
6.10
Implied Volatility Rank (IVR) 1y
1.89
Implied Volatility Percentile (IVP) 1y
3.94
Historical Volatility (HV) 30d
2.30
IV / HV
2.65
Open Interest
1.42K
Option Volume
13.00
Put/Call Ratio (Volume)
0.08

Data was calculated after the 9/30/2022 closing.

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