← 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:
29.3%
29.3%
Put/Call-Ratio:
0.69
0.69
The Energy Select Sector SPDR Fund has an Implied Volatility (IV) of 29.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLE is 5 and the Implied Volatility Percentile (IVP) is 7. The current Implied Volatility Index for XLE is -1.24 standard deviations away from its 1 year mean.
| Market Cap | $37.66B |
|---|---|
| Dividend Yield | 3.97% ($3.26) |
| Next Dividend Date | 6/20/2023 (80d) |
| Implied Volatility (IV) 30d | 29.32 |
| Implied Volatility Rank (IVR) 1y | 5.03 |
| Implied Volatility Percentile (IVP) 1y | 6.75 |
| Historical Volatility (HV) 30d | 29.87 |
| IV / HV | 0.98 |
| Open Interest | 2.44M |
| Option Volume | 55.93K |
| Put/Call Ratio (Volume) | 0.69 |
Data was calculated after the 3/31/2023 closing.
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