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HES - Hess Corporation
Implied Volatility Analysis

Implied Volatility:
56.9%
Put/Call-Ratio:
0.65

Hess Corporation has an Implied Volatility (IV) of 56.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HES is 70 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for HES is 1.84 standard deviations away from its 1 year mean.

Market Cap$31.65B
Dividend Yield1.22% ($1.24)
Next Earnings Date7/27/2022 (29d)
Implied Volatility (IV) 30d
56.92
Implied Volatility Rank (IVR) 1y
70.49
Implied Volatility Percentile (IVP) 1y
94.44
Historical Volatility (HV) 30d
53.75
IV / HV
1.06
Open Interest
58.33K
Option Volume
8.64K
Put/Call Ratio (Volume)
0.65

Data was calculated after the 6/27/2022 closing.

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