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FRME - First Merchants
Implied Volatility Analysis

Implied Volatility:
113.2%

First Merchants has an Implied Volatility (IV) of 113.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FRME is 41 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for FRME is 0.84 standard deviations away from its 1 year mean.

Market Cap$2.32B
Dividend Yield3.09% ($1.21)
Next Earnings Date10/25/2022 (23d)
Implied Volatility (IV) 30d
113.15
Implied Volatility Rank (IVR) 1y
40.60
Implied Volatility Percentile (IVP) 1y
85.11
Historical Volatility (HV) 30d
25.32
IV / HV
4.47
Open Interest
261.00

Data was calculated after the 9/30/2022 closing.

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