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ITUB - Itau Unibanco Holding S.A. (ADR)
Implied Volatility Analysis

Implied Volatility:
58.5%
Put/Call-Ratio:
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 Yield1.11% ($0.05)
Next Earnings Date8/8/2022 (43d)
Next Dividend Date7/1/2022 (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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