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BSMX - Banco Santander Mexico S.A. (ADR)
Implied Volatility Analysis

Implied Volatility:
152.5%

Banco Santander Mexico S.A. (ADR) has an Implied Volatility (IV) of 152.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BSMX is 8 and the Implied Volatility Percentile (IVP) is 8. The current Implied Volatility Index for BSMX is -0.90 standard deviations away from its 1 year mean.

Market Cap$3.28B
Next Earnings Date10/27/2022 (29d)
Implied Volatility (IV) 30d
152.46
Implied Volatility Rank (IVR) 1y
7.75
Implied Volatility Percentile (IVP) 1y
8.40
Historical Volatility (HV) 30d
24.13
IV / HV
6.32
Open Interest
765.00
Option Volume
40.00

Data was calculated after the 9/27/2022 closing.

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