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BANC - Banc of California
Implied Volatility Analysis

Implied Volatility:
120.3%

Banc of California has an Implied Volatility (IV) of 120.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BANC is 55 and the Implied Volatility Percentile (IVP) is 96. The current Implied Volatility Index for BANC is 1.92 standard deviations away from its 1 year mean.

Market Cap$1.00B
Dividend Yield1.42% ($0.24)
Next Earnings Date10/20/2022 (25d)
Implied Volatility (IV) 30d
120.34
Implied Volatility Rank (IVR) 1y
55.23
Implied Volatility Percentile (IVP) 1y
96.40
Historical Volatility (HV) 30d
21.32
IV / HV
5.64
Open Interest
137.00
Option Volume
1.00

Data was calculated after the 9/23/2022 closing.

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