← Back to Stock / ETF implied volatility screenerSPYD - SPDR Portfolio S&P 500 High Dividend ETF
SPYD - SPDR Portfolio S&P 500 High Dividend ETF
Implied Volatility Analysis
Implied Volatility:
25.9%
25.9%
Put/Call-Ratio:
0.30
0.30
SPDR Portfolio S&P 500 High Dividend ETF has an Implied Volatility (IV) of 25.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPYD is 20 and the Implied Volatility Percentile (IVP) is 49. The current Implied Volatility Index for SPYD is -0.20 standard deviations away from its 1 year mean.
| Market Cap | $6.79B |
|---|---|
| Dividend Yield | 4.52% ($1.69) |
| Next Dividend Date | 6/16/2023 (75d) |
| Implied Volatility (IV) 30d | 25.91 |
| Implied Volatility Rank (IVR) 1y | 20.28 |
| Implied Volatility Percentile (IVP) 1y | 49.21 |
| Historical Volatility (HV) 30d | 25.18 |
| IV / HV | 1.03 |
| Open Interest | 3.61K |
| Option Volume | 207.00 |
| Put/Call Ratio (Volume) | 0.30 |
Data was calculated after the 3/31/2023 closing.
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