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

Implied Volatility:
74.5%
Put/Call-Ratio:
39.00

Real Estate Select Sector SPDR Fund (The) has an Implied Volatility (IV) of 74.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLRE is 45 and the Implied Volatility Percentile (IVP) is 60. The current Implied Volatility Index for XLRE is 0.29 standard deviations away from its 1 year mean.

Market Cap$5.18B
Dividend Yield3.52% ($1.36)
Next Dividend Date12/19/2022 (21d)
Implied Volatility (IV) 30d
74.53
Implied Volatility Rank (IVR) 1y
44.80
Implied Volatility Percentile (IVP) 1y
59.96
Historical Volatility (HV) 30d
31.13
IV / HV
2.39
Open Interest
43.04K
Option Volume
1.60K
Put/Call Ratio (Volume)
39.00

Data was calculated after the 11/25/2022 closing.

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