Consumer Discretionary Select Sector SPDR has an Implied Volatility (IV) of 40.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLY is 37 and the Implied Volatility Percentile (IVP) is 33. The current Implied Volatility Index for XLY is -0.46 standard deviations away from its 1 year mean.
Market Cap | $13.77B |
---|---|
Dividend Yield | 1.01% ($1.43) |
Next Dividend Date | 6/20/2023 (87d) |
Implied Volatility (IV) 30d | 39.97 |
Implied Volatility Rank (IVR) 1y | 37.17 |
Implied Volatility Percentile (IVP) 1y | 32.94 |
Historical Volatility (HV) 30d | 21.26 |
IV / HV | 1.88 |
Open Interest | 282.34K |
Option Volume | 11.43K |
Put/Call Ratio (Volume) | 2.40 |
Data was calculated after the 3/24/2023 closing.