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SSUS - Day Hagan/Ned Davis Research Smart Sector ETF
Implied Volatility Analysis

Implied Volatility:
113.9%

Day Hagan/Ned Davis Research Smart Sector ETF has an Implied Volatility (IV) of 113.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SSUS is 60 and the Implied Volatility Percentile (IVP) is 30. The current Implied Volatility Index for SSUS is -0.11 standard deviations away from its 1 year mean.

Market Cap$453.68M
Dividend Yield0.65% ($0.20)
Implied Volatility (IV) 30d
113.86
Implied Volatility Rank (IVR) 1y
60.25
Implied Volatility Percentile (IVP) 1y
30.00
Historical Volatility (HV) 30d
25.60
IV / HV
4.45

Data was calculated after the 11/30/2022 closing.

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