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

Implied Volatility:
25.7%
Put/Call-Ratio:
0.11

SPDR Portfolio S&P 500 Value ETF has an Implied Volatility (IV) of 25.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPYV is 57 and the Implied Volatility Percentile (IVP) is 73. The current Implied Volatility Index for SPYV is 0.75 standard deviations away from its 1 year mean.

Market Cap$12.70B
Dividend Yield2.30% ($0.84)
Next Dividend Date9/19/2022 (86d)
Implied Volatility (IV) 30d
25.68
Implied Volatility Rank (IVR) 1y
56.91
Implied Volatility Percentile (IVP) 1y
72.87
Historical Volatility (HV) 30d
25.37
IV / HV
1.01
Open Interest
3.13K
Option Volume
84.00
Put/Call Ratio (Volume)
0.11

Data was calculated after the 6/24/2022 closing.

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