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XLB - Materials Select Sector SPDR
Implied Volatility Analysis

Implied Volatility:
55.7%
Put/Call-Ratio:
2.48

Materials Select Sector SPDR has an Implied Volatility (IV) of 55.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLB is 90 and the Implied Volatility Percentile (IVP) is 96. The current Implied Volatility Index for XLB is 1.44 standard deviations away from its 1 year mean.

Market Cap$6.15B
Dividend Yield2.21% ($1.63)
Next Dividend Date9/19/2022 (86d)
Implied Volatility (IV) 30d
55.68
Implied Volatility Rank (IVR) 1y
90.42
Implied Volatility Percentile (IVP) 1y
96.44
Historical Volatility (HV) 30d
32.70
IV / HV
1.70
Open Interest
146.52K
Option Volume
14.34K
Put/Call Ratio (Volume)
2.48

Data was calculated after the 6/24/2022 closing.

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