← Back to Stock / ETF implied volatility screenerBAP - Credicorp
BAP - Credicorp
Implied Volatility Analysis
Implied Volatility:
49.2%
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 Date | 5/5/2023 (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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