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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.

This stock chart shows BSBR Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for BSBR Banco Santander (Brasil) S.A. (ADR) over a one year time horizon.
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