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.