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EBC - Eastern Bankshares
Implied Volatility Analysis

Implied Volatility:
46.0%

Eastern Bankshares has an Implied Volatility (IV) of 46.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EBC is 11 and the Implied Volatility Percentile (IVP) is 16. The current Implied Volatility Index for EBC is -0.95 standard deviations away from its 1 year mean.

Market Cap$3.46B
Dividend Yield1.92% ($0.38)
Next Earnings Date1/26/2023 (55d)
Implied Volatility (IV) 30d
46.01
Implied Volatility Rank (IVR) 1y
11.26
Implied Volatility Percentile (IVP) 1y
16.01
Historical Volatility (HV) 30d
23.47
IV / HV
1.96
Open Interest
4.89K
Option Volume
80.00

Data was calculated after the 12/1/2022 closing.

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