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

Implied Volatility:
21.6%
Put/Call-Ratio:
0.16

SPDR Portfolio S&P 500 High Dividend ETF has an Implied Volatility (IV) of 21.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPYD is 21 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for SPYD is -0.51 standard deviations away from its 1 year mean.

Market Cap$8.22B
Dividend Yield3.65% ($1.55)
Next Dividend Date9/16/2022 (33d)
Implied Volatility (IV) 30d
21.59
Implied Volatility Rank (IVR) 1y
21.09
Implied Volatility Percentile (IVP) 1y
37.20
Historical Volatility (HV) 30d
13.35
IV / HV
1.62
Open Interest
3.70K
Option Volume
118.00
Put/Call Ratio (Volume)
0.16

Data was calculated after the 8/12/2022 closing.

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