← Back to Stock / ETF implied volatility screener

ASAI - Sendas Distribuidora S.A. (ADR)
Implied Volatility Analysis

Implied Volatility:
116.2%

Sendas Distribuidora S.A. (ADR) has an Implied Volatility (IV) of 116.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ASAI is 39 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for ASAI is 0.58 standard deviations away from its 1 year mean.

Market Cap$4.46B
Next Earnings Date10/27/2022 (28d)
Implied Volatility (IV) 30d
116.15
Implied Volatility Rank (IVR) 1y
39.45
Implied Volatility Percentile (IVP) 1y
74.99
Historical Volatility (HV) 30d
28.90
IV / HV
4.02
Open Interest
91.00
Option Volume
4.00

Data was calculated after the 9/28/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.