← Back to Stock / ETF implied volatility screenerBMY - Bristol-Myers Squibb
BMY - Bristol-Myers Squibb
Implied Volatility Analysis
Implied Volatility:
19.7%
19.7%
Put/Call-Ratio:
0.45
0.45
Bristol-Myers Squibb has an Implied Volatility (IV) of 19.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BMY is 5 and the Implied Volatility Percentile (IVP) is 2. The current Implied Volatility Index for BMY is -1.51 standard deviations away from its 1 year mean.
| Market Cap | $168.26B |
|---|---|
| Dividend Yield | 2.70% ($2.14) |
| Next Earnings Date | 2/2/2023 (66d) |
| Implied Volatility (IV) 30d | 19.72 |
| Implied Volatility Rank (IVR) 1y | 4.62 |
| Implied Volatility Percentile (IVP) 1y | 1.98 |
| Historical Volatility (HV) 30d | 20.99 |
| IV / HV | 0.94 |
| Open Interest | 611.08K |
| Option Volume | 8.28K |
| Put/Call Ratio (Volume) | 0.45 |
Data was calculated after the 11/25/2022 closing.
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