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.
|Dividend Yield||2.51% ($0.50)|
|Next Earnings Date||10/26/2022 (43d)|
|Next Dividend Date||9/15/2022 (2d) !|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
|Put/Call Ratio (Volume)|
Data was calculated after the 9/12/2022 closing.