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FRC - First Republic Bank
Implied Volatility Analysis

Implied Volatility:
229.8%
Put/Call-Ratio:
0.78

First Republic Bank has an Implied Volatility (IV) of 229.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FRC is 55 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for FRC is 2.52 standard deviations away from its 1 year mean.

Market Cap$2.46B
Dividend Yield7.86% ($1.08)
Next Earnings Date4/13/2023 (11d) !
Implied Volatility (IV) 30d
229.75
Implied Volatility Rank (IVR) 1y
54.54
Implied Volatility Percentile (IVP) 1y
94.44
Historical Volatility (HV) 30d
425.57
IV / HV
0.54
Open Interest
1.22M
Option Volume
218.30K
Put/Call Ratio (Volume)
0.78

Data was calculated after the 3/31/2023 closing.

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