← Back to Stock / ETF implied volatility screenerXLY - Consumer Discretionary Select Sector SPDR
XLY - Consumer Discretionary Select Sector SPDR
Implied Volatility Analysis
Implied Volatility:
54.2%
54.2%
Put/Call-Ratio:
2.14
2.14
Consumer Discretionary Select Sector SPDR has an Implied Volatility (IV) of 54.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XLY is 94 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for XLY is 1.72 standard deviations away from its 1 year mean.
| Market Cap | $15.10B |
|---|---|
| Dividend Yield | 0.81% ($1.21) |
| Next Dividend Date | 12/19/2022 (80d) |
| Implied Volatility (IV) 30d | 54.23 |
| Implied Volatility Rank (IVR) 1y | 93.71 |
| Implied Volatility Percentile (IVP) 1y | 98.42 |
| Historical Volatility (HV) 30d | 32.15 |
| IV / HV | 1.69 |
| Open Interest | 262.16K |
| Option Volume | 18.56K |
| Put/Call Ratio (Volume) | 2.14 |
Data was calculated after the 9/29/2022 closing.
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