← 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:
51.2%
51.2%
Put/Call-Ratio:
0.88
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 Yield | 3.94% ($2.78) |
| Next Dividend Date | 9/19/2022 (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.
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