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XMVM - Invesco S&P MidCap Value with Momentum ETF
Implied Volatility Analysis

Implied Volatility:
50.7%

Invesco S&P MidCap Value with Momentum ETF has an Implied Volatility (IV) of 50.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XMVM is 25 and the Implied Volatility Percentile (IVP) is 38. The current Implied Volatility Index for XMVM is -0.35 standard deviations away from its 1 year mean.

Market Cap$189.16M
Dividend Yield1.88% ($0.78)
Next Dividend Date12/19/2022 (90d)
Implied Volatility (IV) 30d
50.71
Implied Volatility Rank (IVR) 1y
24.97
Implied Volatility Percentile (IVP) 1y
37.75
Historical Volatility (HV) 30d
26.97
IV / HV
1.88
Open Interest
76.00

Data was calculated after the 9/19/2022 closing.

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