← Back to Stock / ETF implied volatility screener

IPAR - Inter Parfums
Implied Volatility Analysis

Implied Volatility:
62.9%

Inter Parfums has an Implied Volatility (IV) of 62.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for IPAR is 22 and the Implied Volatility Percentile (IVP) is 52. The current Implied Volatility Index for IPAR is -0.11 standard deviations away from its 1 year mean.

Market Cap$2.37B
Dividend Yield2.33% ($1.73)
Next Earnings Date11/7/2022 (39d)
Implied Volatility (IV) 30d
62.89
Implied Volatility Rank (IVR) 1y
21.83
Implied Volatility Percentile (IVP) 1y
52.40
Historical Volatility (HV) 30d
35.24
IV / HV
1.78
Open Interest
41.00

Data was calculated after the 9/28/2022 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.