← Back to Stock / ETF implied volatility screener

XBI - SPDR Biotech ETF
Implied Volatility Analysis

Implied Volatility:
50.3%
Put/Call-Ratio:
0.83

SPDR Biotech ETF has an Implied Volatility (IV) of 50.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XBI is 58 and the Implied Volatility Percentile (IVP) is 74. The current Implied Volatility Index for XBI is 0.69 standard deviations away from its 1 year mean.

Market Cap$6.62B
Next Dividend Date12/19/2022 (81d)
Implied Volatility (IV) 30d
50.30
Implied Volatility Rank (IVR) 1y
58.27
Implied Volatility Percentile (IVP) 1y
73.91
Historical Volatility (HV) 30d
41.84
IV / HV
1.20
Open Interest
861.09K
Option Volume
38.14K
Put/Call Ratio (Volume)
0.83

Data was calculated after the 9/28/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.