← Back to Stock / ETF implied volatility screenerSPYV - SPDR Portfolio S&P 500 Value ETF
SPYV - SPDR Portfolio S&P 500 Value ETF
Implied Volatility Analysis
Implied Volatility:
22.6%
22.6%
Put/Call-Ratio:
1.09
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 Yield | 2.19% ($0.85) |
| Next Dividend Date | 6/20/2023 (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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