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XLRE - Real Estate Select Sector SPDR Fund (The)
Implied Volatility Analysis

Implied Volatility:
96.6%
Put/Call-Ratio:
0.47

Real Estate Select Sector SPDR Fund (The) has an Implied Volatility (IV) of 96.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLRE is 65 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for XLRE is 1.75 standard deviations away from its 1 year mean.

Market Cap$5.56B
Dividend Yield2.86% ($1.26)
Next Dividend Date9/19/2022 (40d)
Implied Volatility (IV) 30d
96.62
Implied Volatility Rank (IVR) 1y
65.20
Implied Volatility Percentile (IVP) 1y
94.00
Historical Volatility (HV) 30d
18.42
IV / HV
5.25
Open Interest
51.04K
Option Volume
189.00
Put/Call Ratio (Volume)
0.47

Data was calculated after the 8/9/2022 closing.

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