← Back to Stock / ETF implied volatility screenerSPYG - SPDR Portfolio S&P 500 Growth ETF
SPYG - SPDR Portfolio S&P 500 Growth ETF
Implied Volatility Analysis
Implied Volatility:
24.8%
24.8%
Put/Call-Ratio:
1.86
1.86
SPDR Portfolio S&P 500 Growth ETF has an Implied Volatility (IV) of 24.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPYG is 12 and the Implied Volatility Percentile (IVP) is 9. The current Implied Volatility Index for SPYG is -1.27 standard deviations away from its 1 year mean.
| Market Cap | $15.21B |
|---|---|
| Dividend Yield | 0.97% ($0.52) |
| Next Dividend Date | 3/20/2023 (0d) ! |
| Implied Volatility (IV) 30d | 24.81 |
| Implied Volatility Rank (IVR) 1y | 11.74 |
| Implied Volatility Percentile (IVP) 1y | 8.92 |
| Historical Volatility (HV) 30d | 17.44 |
| IV / HV | 1.42 |
| Open Interest | 11.22K |
| Option Volume | 729.00 |
| Put/Call Ratio (Volume) | 1.86 |
Data was calculated after the 3/17/2023 closing.
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