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XLE - The Energy Select Sector SPDR Fund
Implied Volatility Analysis

Implied Volatility:
29.3%
Put/Call-Ratio:
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 Yield3.97% ($3.26)
Next Dividend Date6/20/2023 (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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