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FNCB - FNCB Bancorp
Implied Volatility Analysis

Implied Volatility:
85.0%

FNCB Bancorp has an Implied Volatility (IV) of 85.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FNCB is 8 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for FNCB is -0.39 standard deviations away from its 1 year mean.

Market Cap$147.86M
Dividend Yield4.13% ($0.31)
Next Earnings Date10/28/2022 (24d)
Implied Volatility (IV) 30d
85.05
Implied Volatility Rank (IVR) 1y
8.09
Implied Volatility Percentile (IVP) 1y
35.64
Historical Volatility (HV) 30d
46.57
IV / HV
1.83
Open Interest
164.00

Data was calculated after the 10/3/2022 closing.

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