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ESSA - ESSA Bancorp
Implied Volatility Analysis

Implied Volatility:
103.4%
Put/Call-Ratio:
1.00

ESSA Bancorp has an Implied Volatility (IV) of 103.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ESSA is 34 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for ESSA is 0.92 standard deviations away from its 1 year mean.

Market Cap$208.62M
Dividend Yield2.51% ($0.50)
Next Earnings Date10/26/2022 (43d)
Next Dividend Date9/15/2022 (2d) !
Implied Volatility (IV) 30d
103.37
Implied Volatility Rank (IVR) 1y
33.60
Implied Volatility Percentile (IVP) 1y
91.30
Historical Volatility (HV) 30d
18.77
IV / HV
5.51
Open Interest
210.00
Option Volume
2.00
Put/Call Ratio (Volume)
1.00

Data was calculated after the 9/12/2022 closing.

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