← Back to Stock / ETF implied volatility screener

GSK - Glaxosmithkline (ADR)
Implied Volatility Analysis

Implied Volatility:
26.3%
Put/Call-Ratio:
0.14

Glaxosmithkline (ADR) has an Implied Volatility (IV) of 26.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GSK is 14 and the Implied Volatility Percentile (IVP) is 55. The current Implied Volatility Index for GSK is -0.14 standard deviations away from its 1 year mean.

Market Cap$106.68B
Dividend Yield4.65% ($1.95)
Next Earnings Date7/27/2022 (33d)
Implied Volatility (IV) 30d
26.29
Implied Volatility Rank (IVR) 1y
13.86
Implied Volatility Percentile (IVP) 1y
55.16
Historical Volatility (HV) 30d
26.70
IV / HV
0.98
Open Interest
202.87K
Option Volume
3.31K
Put/Call Ratio (Volume)
0.14

Data was calculated after the 6/23/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.