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BAP - Credicorp
Implied Volatility Analysis

Implied Volatility:
49.2%

Credicorp has an Implied Volatility (IV) of 49.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BAP is 59 and the Implied Volatility Percentile (IVP) is 87. The current Implied Volatility Index for BAP is 1.16 standard deviations away from its 1 year mean.

Market Cap$12.47B
Next Earnings Date5/5/2023 (33d)
Implied Volatility (IV) 30d
49.17
Implied Volatility Rank (IVR) 1y
59.18
Implied Volatility Percentile (IVP) 1y
87.30
Historical Volatility (HV) 30d
28.31
IV / HV
1.74
Open Interest
950.00
Option Volume
3.00

Data was calculated after the 3/31/2023 closing.

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