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BAP - Credicorp
Implied Volatility Analysis

Implied Volatility:
40.4%

Credicorp has an Implied Volatility (IV) of 40.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BAP is 14 and the Implied Volatility Percentile (IVP) is 17. The current Implied Volatility Index for BAP is -0.96 standard deviations away from its 1 year mean.

Market Cap$14.53B
Next Earnings Date2/9/2023 (73d)
Implied Volatility (IV) 30d
40.40
Implied Volatility Rank (IVR) 1y
13.53
Implied Volatility Percentile (IVP) 1y
16.67
Historical Volatility (HV) 30d
34.71
IV / HV
1.16
Open Interest
136.00
Option Volume
3.00

Data was calculated after the 11/25/2022 closing.

This stock chart shows BAP Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for BAP Credicorp over a one year time horizon.
Tradingview Chart →

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