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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.

This stock chart shows SRLN Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for SRLN SPDR Blackstone Senior Loan ETF over a one year time horizon.
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