← Back to Stock / ETF implied volatility screener

XLE - The Energy Select Sector SPDR Fund
Implied Volatility Analysis

Implied Volatility:
51.2%
Put/Call-Ratio:
0.88

The Energy Select Sector SPDR Fund has an Implied Volatility (IV) of 51.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLE is 48 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for XLE is 1.49 standard deviations away from its 1 year mean.

Market Cap$33.78B
Dividend Yield3.94% ($2.78)
Next Dividend Date9/19/2022 (84d)
Implied Volatility (IV) 30d
51.17
Implied Volatility Rank (IVR) 1y
48.40
Implied Volatility Percentile (IVP) 1y
90.91
Historical Volatility (HV) 30d
45.20
IV / HV
1.13
Open Interest
3.07M
Option Volume
273.93K
Put/Call Ratio (Volume)
0.88

Data was calculated after the 6/24/2022 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.