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EGBN - Eagle Bancorp Inc (MD)
Implied Volatility Analysis

Implied Volatility:
92.3%

Eagle Bancorp Inc (MD) has an Implied Volatility (IV) of 92.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EGBN is 41 and the Implied Volatility Percentile (IVP) is 92. The current Implied Volatility Index for EGBN is 1.14 standard deviations away from its 1 year mean.

Market Cap$1.52B
Dividend Yield3.45% ($1.63)
Next Earnings Date10/19/2022 (28d)
Implied Volatility (IV) 30d
92.27
Implied Volatility Rank (IVR) 1y
41.09
Implied Volatility Percentile (IVP) 1y
91.60
Historical Volatility (HV) 30d
23.59
IV / HV
3.91
Open Interest
158.00
Option Volume
25.00

Data was calculated after the 9/20/2022 closing.

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