← Back to Stock / ETF implied volatility screenerXLP - Consumer Staples Select Sector SPDR
XLP - Consumer Staples Select Sector SPDR
Implied Volatility Analysis
Implied Volatility:
19.8%
19.8%
Put/Call-Ratio:
1.73
1.73
Consumer Staples Select Sector SPDR has an Implied Volatility (IV) of 19.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLP is 7 and the Implied Volatility Percentile (IVP) is 8. The current Implied Volatility Index for XLP is -1.07 standard deviations away from its 1 year mean.
| Market Cap | $17.01B |
|---|---|
| Dividend Yield | 2.56% ($1.83) |
| Next Dividend Date | 6/20/2023 (87d) |
| Implied Volatility (IV) 30d | 19.76 |
| Implied Volatility Rank (IVR) 1y | 7.07 |
| Implied Volatility Percentile (IVP) 1y | 7.94 |
| Historical Volatility (HV) 30d | 11.95 |
| IV / HV | 1.65 |
| Open Interest | 242.80K |
| Option Volume | 11.12K |
| Put/Call Ratio (Volume) | 1.73 |
Data was calculated after the 3/24/2023 closing.
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