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

Implied Volatility:
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 Yield3.78% ($0.21)
Next Earnings Date10/26/2022 (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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