← 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:
60.1%
60.1%
Put/Call-Ratio:
0.01
0.01
Itau Unibanco Holding S.A. (ADR) has an Implied Volatility (IV) of 60.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ITUB is 4 and the Implied Volatility Percentile (IVP) is 59. The current Implied Volatility Index for ITUB is -0.22 standard deviations away from its 1 year mean.
| Market Cap | $25.20B |
|---|---|
| Dividend Yield | 1.85% ($0.10) |
| Next Earnings Date | 11/10/2022 (39d) |
| Next Dividend Date | 10/3/2022 (1d) ! |
| Implied Volatility (IV) 30d | 60.14 |
| Implied Volatility Rank (IVR) 1y | 4.06 |
| Implied Volatility Percentile (IVP) 1y | 59.28 |
| Historical Volatility (HV) 30d | 37.55 |
| IV / HV | 1.60 |
| Open Interest | 280.25K |
| Option Volume | 11.40K |
| Put/Call Ratio (Volume) | 0.01 |
Data was calculated after the 9/30/2022 closing.
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