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FAF - First American Financial
Implied Volatility Analysis

Implied Volatility:
63.8%

First American Financial has an Implied Volatility (IV) of 63.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FAF is 32 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for FAF is 0.92 standard deviations away from its 1 year mean.

Market Cap$5.60B
Dividend Yield3.87% ($2.02)
Next Earnings Date7/28/2022 (28d)
Implied Volatility (IV) 30d
63.81
Implied Volatility Rank (IVR) 1y
32.09
Implied Volatility Percentile (IVP) 1y
80.50
Historical Volatility (HV) 30d
39.73
IV / HV
1.61
Open Interest
677.00

Data was calculated after the 6/29/2022 closing.

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