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XLV - Health Care Select Sector SPDR
Implied Volatility Analysis

Implied Volatility:
37.4%
Put/Call-Ratio:
0.67

Health Care Select Sector SPDR has an Implied Volatility (IV) of 37.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLV is 84 and the Implied Volatility Percentile (IVP) is 96. The current Implied Volatility Index for XLV is 2.00 standard deviations away from its 1 year mean.

Market Cap$38.17B
Dividend Yield1.49% ($1.92)
Next Dividend Date9/19/2022 (83d)
Implied Volatility (IV) 30d
37.43
Implied Volatility Rank (IVR) 1y
84.47
Implied Volatility Percentile (IVP) 1y
95.63
Historical Volatility (HV) 30d
24.05
IV / HV
1.56
Open Interest
277.82K
Option Volume
10.35K
Put/Call Ratio (Volume)
0.67

Data was calculated after the 6/27/2022 closing.

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