← Back to Stock / ETF implied volatility screenerXLY - Consumer Discretionary Select Sector SPDR
XLY - Consumer Discretionary Select Sector SPDR
Implied Volatility Analysis
Implied Volatility:
40.0%
40.0%
Put/Call-Ratio:
2.40
2.40
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.
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