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 Yield | 3.85% ($0.22) |
Next Earnings Date | 7/28/2022 (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.