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SRLN - SPDR Blackstone Senior Loan ETF
Implied Volatility Analysis

Implied Volatility:
26.9%
Put/Call-Ratio:
1208.00

SPDR Blackstone Senior Loan ETF has an Implied Volatility (IV) of 26.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SRLN is 55 and the Implied Volatility Percentile (IVP) is 89. The current Implied Volatility Index for SRLN is 1.29 standard deviations away from its 1 year mean.

Market Cap$8.57B
Dividend Yield4.75% ($2.00)
Next Dividend Date7/1/2022 (2d) !
Implied Volatility (IV) 30d
26.95
Implied Volatility Rank (IVR) 1y
54.50
Implied Volatility Percentile (IVP) 1y
88.66
Historical Volatility (HV) 30d
10.45
IV / HV
2.58
Open Interest
24.84K
Option Volume
1.21K
Put/Call Ratio (Volume)
1.21K

Data was calculated after the 6/28/2022 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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