← Back to Stock / ETF implied volatility screenerBSBR - Banco Santander (Brasil) S.A. (ADR)
BSBR - Banco Santander (Brasil) S.A. (ADR)
Implied Volatility Analysis
Implied Volatility:
132.9%
132.9%
Put/Call-Ratio:
0.10
0.10
Banco Santander (Brasil) S.A. (ADR) has an Implied Volatility (IV) of 132.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BSBR is 12 and the Implied Volatility Percentile (IVP) is 27. The current Implied Volatility Index for BSBR is -0.62 standard deviations away from its 1 year mean.
| Market Cap | $7.43B |
|---|---|
| Dividend Yield | 1.69% ($0.09) |
| Next Earnings Date | 4/25/2023 (37d) |
| Implied Volatility (IV) 30d | 132.94 |
| Implied Volatility Rank (IVR) 1y | 11.63 |
| Implied Volatility Percentile (IVP) 1y | 27.38 |
| Historical Volatility (HV) 30d | 35.95 |
| IV / HV | 3.70 |
| Open Interest | 911.00 |
| Option Volume | 23.00 |
| Put/Call Ratio (Volume) | 0.10 |
Data was calculated after the 3/17/2023 closing.
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