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AZN - Astrazeneca (ADR)
Implied Volatility Analysis

Implied Volatility:
32.1%
Put/Call-Ratio:
1.23

Astrazeneca (ADR) has an Implied Volatility (IV) of 32.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AZN is 26 and the Implied Volatility Percentile (IVP) is 66. The current Implied Volatility Index for AZN is 0.09 standard deviations away from its 1 year mean.

Market Cap$169.94B
Dividend Yield2.63% ($1.44)
Next Earnings Date11/10/2022 (37d)
Implied Volatility (IV) 30d
32.13
Implied Volatility Rank (IVR) 1y
26.37
Implied Volatility Percentile (IVP) 1y
66.27
Historical Volatility (HV) 30d
26.16
IV / HV
1.23
Open Interest
156.86K
Option Volume
2.92K
Put/Call Ratio (Volume)
1.23

Data was calculated after the 10/3/2022 closing.

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