← Back to Stock / ETF implied volatility screenerXLB - Materials Select Sector SPDR
XLB - Materials Select Sector SPDR
Implied Volatility Analysis
Implied Volatility:
32.2%
32.2%
Put/Call-Ratio:
1.34
1.34
Materials Select Sector SPDR has an Implied Volatility (IV) of 32.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLB is 19 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for XLB is -1.38 standard deviations away from its 1 year mean.
| Market Cap | $5.19B |
|---|---|
| Dividend Yield | 2.29% ($1.75) |
| Next Dividend Date | 6/20/2023 (87d) |
| Implied Volatility (IV) 30d | 32.22 |
| Implied Volatility Rank (IVR) 1y | 19.08 |
| Implied Volatility Percentile (IVP) 1y | 9.72 |
| Historical Volatility (HV) 30d | 23.23 |
| IV / HV | 1.39 |
| Open Interest | 102.65K |
| Option Volume | 5.15K |
| Put/Call Ratio (Volume) | 1.34 |
Data was calculated after the 3/24/2023 closing.
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