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FRC - First Republic Bank
Implied Volatility Analysis

Implied Volatility:
36.6%
Put/Call-Ratio:
1.00

First Republic Bank has an Implied Volatility (IV) of 36.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FRC is 18 and the Implied Volatility Percentile (IVP) is 29. The current Implied Volatility Index for FRC is -0.72 standard deviations away from its 1 year mean.

Market Cap$22.30B
Dividend Yield0.83% ($1.03)
Next Earnings Date1/12/2023 (46d)
Implied Volatility (IV) 30d
36.60
Implied Volatility Rank (IVR) 1y
18.18
Implied Volatility Percentile (IVP) 1y
28.57
Historical Volatility (HV) 30d
56.02
IV / HV
0.65
Open Interest
9.42K
Option Volume
12.00
Put/Call Ratio (Volume)
1.00

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

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