← Back to Stock / ETF implied volatility screener

AU - AngloGold Ashanti (ADR)
Implied Volatility Analysis

Implied Volatility:
57.1%
Put/Call-Ratio:
0.09

AngloGold Ashanti (ADR) has an Implied Volatility (IV) of 57.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AU is 35 and the Implied Volatility Percentile (IVP) is 70. The current Implied Volatility Index for AU is 0.53 standard deviations away from its 1 year mean.

Market Cap$5.38B
Dividend Yield3.35% ($0.43)
Implied Volatility (IV) 30d
57.09
Implied Volatility Rank (IVR) 1y
34.69
Implied Volatility Percentile (IVP) 1y
69.51
Historical Volatility (HV) 30d
41.58
IV / HV
1.37
Open Interest
112.36K
Option Volume
724.00
Put/Call Ratio (Volume)
0.09

Data was calculated after the 9/22/2022 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.