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GSK - GSK (ADR)
Implied Volatility Analysis

Implied Volatility:
42.6%
Put/Call-Ratio:
0.99

GSK (ADR) has an Implied Volatility (IV) of 42.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for GSK is 39 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for GSK is 1.61 standard deviations away from its 1 year mean.

Market Cap$59.71B
Dividend Yield7.42% ($2.18)
Next Earnings Date11/2/2022 (31d)
Implied Volatility (IV) 30d
42.59
Implied Volatility Rank (IVR) 1y
39.08
Implied Volatility Percentile (IVP) 1y
94.00
Historical Volatility (HV) 30d
22.00
IV / HV
1.94
Open Interest
189.28K
Option Volume
20.87K
Put/Call Ratio (Volume)
0.99

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

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