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DEO - Diageo (ADR)
Implied Volatility Analysis

Implied Volatility:
22.9%
Put/Call-Ratio:
0.55

Diageo (ADR) has an Implied Volatility (IV) of 22.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DEO is 19 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for DEO is -0.97 standard deviations away from its 1 year mean.

Market Cap$104.11B
Dividend Yield1.97% ($3.61)
Next Earnings Date1/26/2023 (60d)
Implied Volatility (IV) 30d
22.93
Implied Volatility Rank (IVR) 1y
18.66
Implied Volatility Percentile (IVP) 1y
14.09
Historical Volatility (HV) 30d
28.98
IV / HV
0.79
Open Interest
5.08K
Option Volume
431.00
Put/Call Ratio (Volume)
0.55

Data was calculated after the 11/25/2022 closing.

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