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BLFY - Blue Foundry Bancorp
Implied Volatility Analysis

Implied Volatility:
73.4%

Blue Foundry Bancorp has an Implied Volatility (IV) of 73.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BLFY is 3 and the Implied Volatility Percentile (IVP) is 5. The current Implied Volatility Index for BLFY is -1.21 standard deviations away from its 1 year mean.

Market Cap$330.58M
Next Earnings Date10/21/2022 (24d)
Implied Volatility (IV) 30d
73.41
Implied Volatility Rank (IVR) 1y
3.29
Implied Volatility Percentile (IVP) 1y
5.26
Historical Volatility (HV) 30d
17.54
IV / HV
4.19
Open Interest
63.00

Data was calculated after the 9/26/2022 closing.

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