← Back to Stock / ETF implied volatility screenerSPY - S&P 500 ETF TRUST ETF
SPY - S&P 500 ETF TRUST ETF
Implied Volatility Analysis
Implied Volatility:
20.3%
20.3%
Put/Call-Ratio:
1.50
1.50
S&P 500 ETF TRUST ETF has an Implied Volatility (IV) of 20.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPY is 32 and the Implied Volatility Percentile (IVP) is 32. The current Implied Volatility Index for SPY is -0.63 standard deviations away from its 1 year mean.
| Market Cap | $359.29B |
|---|---|
| Dividend Yield | 1.63% ($6.42) |
| Next Dividend Date | 6/16/2023 (83d) |
| Implied Volatility (IV) 30d | 20.26 |
| Implied Volatility Rank (IVR) 1y | 31.63 |
| Implied Volatility Percentile (IVP) 1y | 31.54 |
| Historical Volatility (HV) 30d | 17.77 |
| IV / HV | 1.14 |
| Open Interest | 19.66M |
| Option Volume | 9.48M |
| Put/Call Ratio (Volume) | 1.50 |
Data was calculated after the 3/24/2023 closing.
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