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XSD - SPDR Semiconductors ETF
Implied Volatility Analysis

Implied Volatility:
49.4%

SPDR Semiconductors ETF has an Implied Volatility (IV) of 49.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XSD is 57 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for XSD is 0.81 standard deviations away from its 1 year mean.

Market Cap$1.01B
Dividend Yield0.40% ($0.64)
Next Dividend Date12/19/2022 (84d)
Implied Volatility (IV) 30d
49.42
Implied Volatility Rank (IVR) 1y
56.68
Implied Volatility Percentile (IVP) 1y
75.31
Historical Volatility (HV) 30d
37.43
IV / HV
1.32
Open Interest
500.00
Option Volume
40.00

Data was calculated after the 9/23/2022 closing.

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