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SPYD - SPDR Portfolio S&P 500 High Dividend ETF
Implied Volatility Analysis

Implied Volatility:
24.9%
Put/Call-Ratio:
0.38

SPDR Portfolio S&P 500 High Dividend ETF has an Implied Volatility (IV) of 24.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPYD is 29 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for SPYD is -0.40 standard deviations away from its 1 year mean.

Market Cap$7.78B
Dividend Yield3.83% ($1.58)
Next Dividend Date12/16/2022 (18d)
Implied Volatility (IV) 30d
24.93
Implied Volatility Rank (IVR) 1y
28.83
Implied Volatility Percentile (IVP) 1y
36.11
Historical Volatility (HV) 30d
23.33
IV / HV
1.07
Open Interest
3.43K
Option Volume
51.00
Put/Call Ratio (Volume)
0.38

Data was calculated after the 11/25/2022 closing.

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