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XSVM - Invesco S&P SmallCap Value with Momentum ETF
Implied Volatility Analysis

Implied Volatility:
70.1%

Invesco S&P SmallCap Value with Momentum ETF has an Implied Volatility (IV) of 70.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for XSVM is 29 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for XSVM is 0.29 standard deviations away from its 1 year mean.

Market Cap$633.01M
Dividend Yield2.03% ($0.87)
Next Dividend Date12/19/2022 (86d)
Implied Volatility (IV) 30d
70.08
Implied Volatility Rank (IVR) 1y
29.33
Implied Volatility Percentile (IVP) 1y
68.40
Historical Volatility (HV) 30d
23.67
IV / HV
2.96
Open Interest
80.00

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

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