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FAF - First American Financial
Implied Volatility Analysis

Implied Volatility:
63.1%
Put/Call-Ratio:
0.07

First American Financial has an Implied Volatility (IV) of 63.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FAF is 31 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for FAF is 0.22 standard deviations away from its 1 year mean.

Market Cap$5.59B
Dividend Yield3.75% ($2.02)
Next Earnings Date2/9/2023 (74d)
Next Dividend Date12/7/2022 (10d) !
Implied Volatility (IV) 30d
63.13
Implied Volatility Rank (IVR) 1y
31.22
Implied Volatility Percentile (IVP) 1y
61.51
Historical Volatility (HV) 30d
45.54
IV / HV
1.39
Open Interest
838.00
Option Volume
16.00
Put/Call Ratio (Volume)
0.07

Data was calculated after the 11/25/2022 closing.

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