← Back to Stock / ETF implied volatility screenerXLF - Financial Select Sector SPDR
XLF - Financial Select Sector SPDR
Implied Volatility Analysis
Implied Volatility:
28.5%
28.5%
Put/Call-Ratio:
1.32
1.32
Financial Select Sector SPDR has an Implied Volatility (IV) of 28.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLF is 12 and the Implied Volatility Percentile (IVP) is 63. The current Implied Volatility Index for XLF is 0.00 standard deviations away from its 1 year mean.
| Market Cap | $29.39B |
|---|---|
| Dividend Yield | 2.21% ($0.69) |
| Next Dividend Date | 6/20/2023 (83d) |
| Implied Volatility (IV) 30d | 28.53 |
| Implied Volatility Rank (IVR) 1y | 11.92 |
| Implied Volatility Percentile (IVP) 1y | 62.51 |
| Historical Volatility (HV) 30d | 30.15 |
| IV / HV | 0.95 |
| Open Interest | 4.72M |
| Option Volume | 158.30K |
| Put/Call Ratio (Volume) | 1.32 |
Data was calculated after the 3/28/2023 closing.
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