← Back to Stock / ETF implied volatility screenerDEO - Diageo (ADR)
DEO - Diageo (ADR)
Implied Volatility Analysis
Implied Volatility:
19.8%
19.8%
Put/Call-Ratio:
1.63
1.63
Diageo (ADR) has an Implied Volatility (IV) of 19.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DEO is 3 and the Implied Volatility Percentile (IVP) is 4. The current Implied Volatility Index for DEO is -1.54 standard deviations away from its 1 year mean.
| Market Cap | $101.91B |
|---|---|
| Dividend Yield | 2.00% ($3.61) |
| Implied Volatility (IV) 30d | 19.77 |
| Implied Volatility Rank (IVR) 1y | 2.65 |
| Implied Volatility Percentile (IVP) 1y | 3.57 |
| Historical Volatility (HV) 30d | 20.51 |
| IV / HV | 0.96 |
| Open Interest | 9.05K |
| Option Volume | 242.00 |
| Put/Call Ratio (Volume) | 1.63 |
Data was calculated after the 3/31/2023 closing.
Sign up for our upcoming FREE newsletter!
- Concrete option trades for the upcoming day
- Portfolios with backtested profitable option strategies
- It's free. Contains just value. Unsubscribe any time.