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BSAC - Banco Santander Chile SA (ADR)
Implied Volatility Analysis

Implied Volatility:
55.4%

Banco Santander Chile SA (ADR) has an Implied Volatility (IV) of 55.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BSAC is 8 and the Implied Volatility Percentile (IVP) is 7. The current Implied Volatility Index for BSAC is -1.10 standard deviations away from its 1 year mean.

Market Cap$8.38B
Dividend Yield6.42% ($1.14)
Next Earnings Date7/28/2022 (40d)
Implied Volatility (IV) 30d
55.35
Implied Volatility Rank (IVR) 1y
7.72
Implied Volatility Percentile (IVP) 1y
6.97
Historical Volatility (HV) 30d
31.72
IV / HV
1.74
Open Interest
1.54K
Option Volume
38.00

Data was calculated after the 6/17/2022 closing.

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