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XLY - Consumer Discretionary Select Sector SPDR
Implied Volatility Analysis

Implied Volatility:
40.0%
Put/Call-Ratio:
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 Yield1.01% ($1.43)
Next Dividend Date6/20/2023 (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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