← Back to Stock / ETF implied volatility screenerFAF - First American Financial
FAF - First American Financial
Implied Volatility Analysis
Implied Volatility:
56.1%
56.1%
First American Financial has an Implied Volatility (IV) of 56.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FAF is 45 and the Implied Volatility Percentile (IVP) is 59. The current Implied Volatility Index for FAF is 0.24 standard deviations away from its 1 year mean.
| Market Cap | $5.64B |
|---|---|
| Dividend Yield | 3.73% ($2.04) |
| Next Earnings Date | 4/27/2023 (26d) |
| Implied Volatility (IV) 30d | 56.10 |
| Implied Volatility Rank (IVR) 1y | 44.91 |
| Implied Volatility Percentile (IVP) 1y | 59.13 |
| Historical Volatility (HV) 30d | 32.53 |
| IV / HV | 1.72 |
| Open Interest | 1.74K |
| Option Volume | 1.00 |
Data was calculated after the 3/31/2023 closing.
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