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IBN - ICICI Bank (ADR)
Implied Volatility Analysis

Implied Volatility:
36.5%
Put/Call-Ratio:
0.06

ICICI Bank (ADR) has an Implied Volatility (IV) of 36.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IBN is 34 and the Implied Volatility Percentile (IVP) is 71. The current Implied Volatility Index for IBN is 0.46 standard deviations away from its 1 year mean.

Market Cap$63.88B
Dividend Yield0.30% ($0.05)
Next Earnings Date7/23/2022 (25d)
Implied Volatility (IV) 30d
36.51
Implied Volatility Rank (IVR) 1y
34.43
Implied Volatility Percentile (IVP) 1y
71.33
Historical Volatility (HV) 30d
33.15
IV / HV
1.10
Open Interest
41.03K
Option Volume
887.00
Put/Call Ratio (Volume)
0.06

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

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