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XLP - Consumer Staples Select Sector SPDR
Implied Volatility Analysis

Implied Volatility:
37.9%
Put/Call-Ratio:
1.13

Consumer Staples Select Sector SPDR has an Implied Volatility (IV) of 37.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLP is 52 and the Implied Volatility Percentile (IVP) is 74. The current Implied Volatility Index for XLP is 0.58 standard deviations away from its 1 year mean.

Market Cap$15.17B
Dividend Yield2.51% ($1.79)
Next Dividend Date9/19/2022 (86d)
Implied Volatility (IV) 30d
37.88
Implied Volatility Rank (IVR) 1y
51.95
Implied Volatility Percentile (IVP) 1y
73.52
Historical Volatility (HV) 30d
19.97
IV / HV
1.90
Open Interest
553.78K
Option Volume
18.96K
Put/Call Ratio (Volume)
1.13

Data was calculated after the 6/24/2022 closing.

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