← Back to Stock / ETF implied volatility screener

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.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.