← Back to Stock / ETF implied volatility screenerXLE - The Energy Select Sector SPDR Fund
XLE - The Energy Select Sector SPDR Fund
Implied Volatility Analysis
Implied Volatility:
35.9%
35.9%
Put/Call-Ratio:
1.04
1.04
The Energy Select Sector SPDR Fund has an Implied Volatility (IV) of 35.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLE is 18 and the Implied Volatility Percentile (IVP) is 21. The current Implied Volatility Index for XLE is -0.77 standard deviations away from its 1 year mean.
| Market Cap | $43.55B |
|---|---|
| Dividend Yield | 3.28% ($3.03) |
| Next Dividend Date | 12/19/2022 (20d) |
| Implied Volatility (IV) 30d | 35.85 |
| Implied Volatility Rank (IVR) 1y | 17.70 |
| Implied Volatility Percentile (IVP) 1y | 21.06 |
| Historical Volatility (HV) 30d | 29.36 |
| IV / HV | 1.22 |
| Open Interest | 3.82M |
| Option Volume | 58.51K |
| Put/Call Ratio (Volume) | 1.04 |
Data was calculated after the 11/25/2022 closing.
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