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EWBC - East West Bancorp
Implied Volatility Analysis

Implied Volatility:
45.5%
Put/Call-Ratio:
21.25

East West Bancorp has an Implied Volatility (IV) of 45.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EWBC is 15 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for EWBC is -0.48 standard deviations away from its 1 year mean.

Market Cap$9.16B
Dividend Yield2.44% ($1.59)
Next Earnings Date1/26/2023 (49d)
Implied Volatility (IV) 30d
45.49
Implied Volatility Rank (IVR) 1y
15.05
Implied Volatility Percentile (IVP) 1y
36.18
Historical Volatility (HV) 30d
45.39
IV / HV
1.00
Open Interest
2.65K
Option Volume
89.00
Put/Call Ratio (Volume)
21.25

Data was calculated after the 12/7/2022 closing.

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