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XLY - Consumer Discretionary Select Sector SPDR
Implied Volatility Analysis

Implied Volatility:
40.9%
Put/Call-Ratio:
0.55

Consumer Discretionary Select Sector SPDR has an Implied Volatility (IV) of 40.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLY is 60 and the Implied Volatility Percentile (IVP) is 76. The current Implied Volatility Index for XLY is 0.76 standard deviations away from its 1 year mean.

Market Cap$14.64B
Dividend Yield0.82% ($1.16)
Next Dividend Date9/19/2022 (86d)
Implied Volatility (IV) 30d
40.89
Implied Volatility Rank (IVR) 1y
60.23
Implied Volatility Percentile (IVP) 1y
76.28
Historical Volatility (HV) 30d
43.12
IV / HV
0.95
Open Interest
226.66K
Option Volume
21.12K
Put/Call Ratio (Volume)
0.55

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

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