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XLE - The Energy Select Sector SPDR Fund
Implied Volatility Analysis

Implied Volatility:
35.9%
Put/Call-Ratio:
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 Yield3.28% ($3.03)
Next Dividend Date12/19/2022 (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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