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DEO - Diageo (ADR)
Implied Volatility Analysis

Implied Volatility:
30.9%
Put/Call-Ratio:
0.38

Diageo (ADR) has an Implied Volatility (IV) of 30.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DEO is 48 and the Implied Volatility Percentile (IVP) is 83. The current Implied Volatility Index for DEO is 1.01 standard deviations away from its 1 year mean.

Market Cap$99.34B
Dividend Yield2.26% ($3.94)
Next Earnings Date7/28/2022 (26d)
Implied Volatility (IV) 30d
30.89
Implied Volatility Rank (IVR) 1y
48.24
Implied Volatility Percentile (IVP) 1y
83.40
Historical Volatility (HV) 30d
28.49
IV / HV
1.08
Open Interest
12.27K
Option Volume
398.00
Put/Call Ratio (Volume)
0.38

Data was calculated after the 7/1/2022 closing.

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