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BAP - Credicorp
Implied Volatility Analysis

Implied Volatility:
48.2%

Credicorp has an Implied Volatility (IV) of 48.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BAP is 28 and the Implied Volatility Percentile (IVP) is 44. The current Implied Volatility Index for BAP is -0.27 standard deviations away from its 1 year mean.

Market Cap$12.89B
Dividend Yield0.89% ($1.21)
Next Earnings Date8/11/2022 (0d) !
Implied Volatility (IV) 30d
48.16
Implied Volatility Rank (IVR) 1y
28.40
Implied Volatility Percentile (IVP) 1y
44.37
Historical Volatility (HV) 30d
35.50
IV / HV
1.36
Open Interest
339.00
Option Volume
30.00

Data was calculated after the 8/10/2022 closing.

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