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XAR - SPDR S&P Aerospace & Defense ETF
Implied Volatility Analysis

Implied Volatility:
26.1%

SPDR S&P Aerospace & Defense ETF has an Implied Volatility (IV) of 26.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XAR is 5 and the Implied Volatility Percentile (IVP) is 3. The current Implied Volatility Index for XAR is -1.82 standard deviations away from its 1 year mean.

Market Cap$1.34B
Dividend Yield0.51% ($0.56)
Next Dividend Date12/19/2022 (21d)
Implied Volatility (IV) 30d
26.09
Implied Volatility Rank (IVR) 1y
4.81
Implied Volatility Percentile (IVP) 1y
2.89
Historical Volatility (HV) 30d
25.18
IV / HV
1.04
Open Interest
237.00

Data was calculated after the 11/25/2022 closing.

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