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SRLN - SPDR Blackstone Senior Loan ETF
Implied Volatility Analysis

Implied Volatility:
15.6%
Put/Call-Ratio:
0.03

SPDR Blackstone Senior Loan ETF has an Implied Volatility (IV) of 15.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SRLN is 25 and the Implied Volatility Percentile (IVP) is 23. The current Implied Volatility Index for SRLN is -0.66 standard deviations away from its 1 year mean.

Market Cap$6.34B
Dividend Yield5.39% ($2.21)
Next Dividend Date12/19/2022 (11d) !
Implied Volatility (IV) 30d
15.58
Implied Volatility Rank (IVR) 1y
25.42
Implied Volatility Percentile (IVP) 1y
23.11
Historical Volatility (HV) 30d
6.10
IV / HV
2.55
Open Interest
50.11K
Option Volume
180.00
Put/Call Ratio (Volume)
0.03

Data was calculated after the 12/7/2022 closing.

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