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AZN - Astrazeneca (ADR)
Implied Volatility Analysis

Implied Volatility:
30.3%
Put/Call-Ratio:
2.37

Astrazeneca (ADR) has an Implied Volatility (IV) of 30.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AZN is 29 and the Implied Volatility Percentile (IVP) is 56. The current Implied Volatility Index for AZN is -0.09 standard deviations away from its 1 year mean.

Market Cap$199.72B
Dividend Yield2.22% ($1.43)
Next Earnings Date7/29/2022 (34d)
Implied Volatility (IV) 30d
30.34
Implied Volatility Rank (IVR) 1y
29.41
Implied Volatility Percentile (IVP) 1y
55.73
Historical Volatility (HV) 30d
32.62
IV / HV
0.93
Open Interest
134.45K
Option Volume
6.30K
Put/Call Ratio (Volume)
2.37

Data was calculated after the 6/24/2022 closing.

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