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AGO - Assured Guaranty
Implied Volatility Analysis

Implied Volatility:
31.4%
Put/Call-Ratio:
1.72

Assured Guaranty has an Implied Volatility (IV) of 31.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AGO is 6 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for AGO is -1.14 standard deviations away from its 1 year mean.

Market Cap$3.84B
Dividend Yield1.55% ($0.99)
Next Earnings Date2/23/2023 (85d)
Implied Volatility (IV) 30d
31.37
Implied Volatility Rank (IVR) 1y
5.59
Implied Volatility Percentile (IVP) 1y
9.75
Historical Volatility (HV) 30d
21.28
IV / HV
1.47
Open Interest
4.26K
Option Volume
106.00
Put/Call Ratio (Volume)
1.72

Data was calculated after the 11/29/2022 closing.

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