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IBN - ICICI Bank (ADR)
Implied Volatility Analysis

Implied Volatility:
30.3%
Put/Call-Ratio:
46.18

ICICI Bank (ADR) has an Implied Volatility (IV) of 30.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IBN is 16 and the Implied Volatility Percentile (IVP) is 19. The current Implied Volatility Index for IBN is -0.85 standard deviations away from its 1 year mean.

Market Cap$78.70B
Dividend Yield0.56% ($0.13)
Next Earnings Date1/19/2023 (42d)
Implied Volatility (IV) 30d
30.28
Implied Volatility Rank (IVR) 1y
16.00
Implied Volatility Percentile (IVP) 1y
18.97
Historical Volatility (HV) 30d
22.51
IV / HV
1.35
Open Interest
70.38K
Option Volume
519.00
Put/Call Ratio (Volume)
46.18

Data was calculated after the 12/7/2022 closing.

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