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BSBR - Banco Santander (Brasil) S.A. (ADR)
Implied Volatility Analysis

Implied Volatility:
138.6%

Banco Santander (Brasil) S.A. (ADR) has an Implied Volatility (IV) of 138.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BSBR is 14 and the Implied Volatility Percentile (IVP) is 65. The current Implied Volatility Index for BSBR is -0.06 standard deviations away from its 1 year mean.

Market Cap$21.18B
Dividend Yield3.85% ($0.22)
Next Earnings Date7/28/2022 (32d)
Implied Volatility (IV) 30d
138.57
Implied Volatility Rank (IVR) 1y
13.72
Implied Volatility Percentile (IVP) 1y
65.04
Historical Volatility (HV) 30d
33.09
IV / HV
4.19
Open Interest
364.00
Option Volume
21.00

Data was calculated after the 6/24/2022 closing.

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