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SPYV - SPDR Portfolio S&P 500 Value ETF
Implied Volatility Analysis

Implied Volatility:
22.6%
Put/Call-Ratio:
1.09

SPDR Portfolio S&P 500 Value ETF has an Implied Volatility (IV) of 22.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPYV is 29 and the Implied Volatility Percentile (IVP) is 45. The current Implied Volatility Index for SPYV is -0.33 standard deviations away from its 1 year mean.

Market Cap$15.06B
Dividend Yield2.19% ($0.85)
Next Dividend Date6/20/2023 (88d)
Implied Volatility (IV) 30d
22.55
Implied Volatility Rank (IVR) 1y
28.95
Implied Volatility Percentile (IVP) 1y
44.63
Historical Volatility (HV) 30d
17.88
IV / HV
1.26
Open Interest
6.23K
Option Volume
98.00
Put/Call Ratio (Volume)
1.09

Data was calculated after the 3/23/2023 closing.

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