← 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:
226.6%
226.6%
Banco Santander (Brasil) S.A. (ADR) has an Implied Volatility (IV) of 226.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BSBR is 26 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for BSBR is 0.30 standard deviations away from its 1 year mean.
| Market Cap | $21.22B |
|---|---|
| Dividend Yield | 3.78% ($0.21) |
| Next Earnings Date | 10/26/2022 (26d) |
| Implied Volatility (IV) 30d | 226.63 |
| Implied Volatility Rank (IVR) 1y | 25.58 |
| Implied Volatility Percentile (IVP) 1y | 80.51 |
| Historical Volatility (HV) 30d | 39.05 |
| IV / HV | 5.80 |
| Open Interest | 398.00 |
Data was calculated after the 9/29/2022 closing.
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