← Back to Stock / ETF implied volatility screenerXLI - Industrial Select Sector SPDR
XLI - Industrial Select Sector SPDR
Implied Volatility Analysis
Implied Volatility:
38.9%
38.9%
Put/Call-Ratio:
5.22
5.22
Industrial Select Sector SPDR has an Implied Volatility (IV) of 38.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLI is 54 and the Implied Volatility Percentile (IVP) is 27. The current Implied Volatility Index for XLI is -0.30 standard deviations away from its 1 year mean.
| Market Cap | $13.65B |
|---|---|
| Dividend Yield | 1.65% ($1.65) |
| Next Dividend Date | 6/20/2023 (79d) |
| Implied Volatility (IV) 30d | 38.86 |
| Implied Volatility Rank (IVR) 1y | 53.95 |
| Implied Volatility Percentile (IVP) 1y | 27.38 |
| Historical Volatility (HV) 30d | 19.44 |
| IV / HV | 2.00 |
| Open Interest | 1.22M |
| Option Volume | 28.04K |
| Put/Call Ratio (Volume) | 5.22 |
Data was calculated after the 3/31/2023 closing.
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