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BRO - Brown & Brown
Implied Volatility Analysis

Implied Volatility:
54.0%

Brown & Brown has an Implied Volatility (IV) of 54.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BRO is 30 and the Implied Volatility Percentile (IVP) is 80. The current Implied Volatility Index for BRO is 0.69 standard deviations away from its 1 year mean.

Market Cap$16.79B
Dividend Yield0.69% ($0.41)
Next Earnings Date10/24/2022 (25d)
Implied Volatility (IV) 30d
54.04
Implied Volatility Rank (IVR) 1y
29.98
Implied Volatility Percentile (IVP) 1y
80.28
Historical Volatility (HV) 30d
22.48
IV / HV
2.40
Open Interest
753.00
Option Volume
1.00

Data was calculated after the 9/28/2022 closing.

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