← 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:
25.7%
25.7%
Put/Call-Ratio:
0.11
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 Yield | 2.30% ($0.84) |
| Next Dividend Date | 9/19/2022 (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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