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

Implied Volatility:
132.9%
Put/Call-Ratio:
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 Yield1.69% ($0.09)
Next Earnings Date4/25/2023 (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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