← Back to Stock / ETF implied volatility screenerEGP - Eastgroup Properties
EGP - Eastgroup Properties
Implied Volatility Analysis
Implied Volatility:
45.0%
45.0%
Eastgroup Properties has an Implied Volatility (IV) of 45.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EGP is 33 and the Implied Volatility Percentile (IVP) is 70. The current Implied Volatility Index for EGP is 0.45 standard deviations away from its 1 year mean.
| Market Cap | $6.80B |
|---|---|
| Dividend Yield | 2.88% ($4.50) |
| Next Earnings Date | 2/7/2023 (71d) |
| Implied Volatility (IV) 30d | 45.01 |
| Implied Volatility Rank (IVR) 1y | 32.51 |
| Implied Volatility Percentile (IVP) 1y | 69.84 |
| Historical Volatility (HV) 30d | 34.85 |
| IV / HV | 1.29 |
| Open Interest | 145.00 |
Data was calculated after the 11/25/2022 closing.
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