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XLI - Industrial Select Sector SPDR
Implied Volatility Analysis

Implied Volatility:
42.3%
Put/Call-Ratio:
1.10

Industrial Select Sector SPDR has an Implied Volatility (IV) of 42.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLI is 70 and the Implied Volatility Percentile (IVP) is 63. The current Implied Volatility Index for XLI is 0.65 standard deviations away from its 1 year mean.

Market Cap$13.99B
Dividend Yield1.44% ($1.42)
Next Dividend Date9/19/2022 (35d)
Implied Volatility (IV) 30d
42.26
Implied Volatility Rank (IVR) 1y
70.12
Implied Volatility Percentile (IVP) 1y
62.64
Historical Volatility (HV) 30d
17.69
IV / HV
2.39
Open Interest
328.36K
Option Volume
22.66K
Put/Call Ratio (Volume)
1.10

Data was calculated after the 8/12/2022 closing.

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