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.
|Dividend Yield||2.19% ($0.85)|
|Next Dividend Date||6/20/2023 (88d)|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
|Put/Call Ratio (Volume)|
Data was calculated after the 3/23/2023 closing.