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XHE - SPDR S&P Health Care Equipment ETF
Implied Volatility Analysis

Implied Volatility:
72.1%

SPDR S&P Health Care Equipment ETF has an Implied Volatility (IV) of 72.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XHE is 65 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for XHE is 2.55 standard deviations away from its 1 year mean.

Market Cap$379.28M
Dividend Yield0.04% ($0.03)
Next Dividend Date12/19/2022 (83d)
Implied Volatility (IV) 30d
72.08
Implied Volatility Rank (IVR) 1y
64.72
Implied Volatility Percentile (IVP) 1y
97.99
Historical Volatility (HV) 30d
29.77
IV / HV
2.42
Open Interest
59.00

Data was calculated after the 9/26/2022 closing.

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