← Back to Stock / ETF implied volatility screenerAZN - Astrazeneca (ADR)
AZN - Astrazeneca (ADR)
Implied Volatility Analysis
Implied Volatility:
27.6%
27.6%
Put/Call-Ratio:
1.19
1.19
Astrazeneca (ADR) has an Implied Volatility (IV) of 27.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AZN is 31 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for AZN is -0.46 standard deviations away from its 1 year mean.
| Market Cap | $202.10B |
|---|---|
| Dividend Yield | 2.21% ($1.44) |
| Next Earnings Date | 4/27/2023 (38d) |
| Implied Volatility (IV) 30d | 27.64 |
| Implied Volatility Rank (IVR) 1y | 31.49 |
| Implied Volatility Percentile (IVP) 1y | 36.11 |
| Historical Volatility (HV) 30d | 18.34 |
| IV / HV | 1.51 |
| Open Interest | 151.22K |
| Option Volume | 6.00K |
| Put/Call Ratio (Volume) | 1.19 |
Data was calculated after the 3/17/2023 closing.
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