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EGP - Eastgroup Properties
Implied Volatility Analysis

Implied Volatility:
37.1%

Eastgroup Properties has an Implied Volatility (IV) of 37.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EGP is 19 and the Implied Volatility Percentile (IVP) is 56. The current Implied Volatility Index for EGP is -0.11 standard deviations away from its 1 year mean.

Market Cap$7.48B
Dividend Yield2.42% ($4.16)
Next Earnings Date10/25/2022 (76d)
Implied Volatility (IV) 30d
37.08
Implied Volatility Rank (IVR) 1y
19.06
Implied Volatility Percentile (IVP) 1y
56.02
Historical Volatility (HV) 30d
19.57
IV / HV
1.89
Open Interest
132.00

Data was calculated after the 8/9/2022 closing.

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