← Back to Stock / ETF implied volatility screenerITUB - Itau Unibanco Holding S.A. (ADR)
ITUB - Itau Unibanco Holding S.A. (ADR)
Implied Volatility Analysis
Implied Volatility:
58.5%
58.5%
Put/Call-Ratio:
0.17
0.17
Itau Unibanco Holding S.A. (ADR) has an Implied Volatility (IV) of 58.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ITUB is 5 and the Implied Volatility Percentile (IVP) is 56. The current Implied Volatility Index for ITUB is -0.23 standard deviations away from its 1 year mean.
| Market Cap | $21.42B |
|---|---|
| Dividend Yield | 1.11% ($0.05) |
| Next Earnings Date | 8/8/2022 (43d) |
| Next Dividend Date | 7/1/2022 (5d) ! |
| Implied Volatility (IV) 30d | 58.45 |
| Implied Volatility Rank (IVR) 1y | 4.57 |
| Implied Volatility Percentile (IVP) 1y | 56.40 |
| Historical Volatility (HV) 30d | 35.57 |
| IV / HV | 1.64 |
| Open Interest | 132.94K |
| Option Volume | 610.00 |
| Put/Call Ratio (Volume) | 0.17 |
Data was calculated after the 6/24/2022 closing.
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