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

Implied Volatility:
60.1%
Put/Call-Ratio:
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 Yield1.85% ($0.10)
Next Earnings Date11/10/2022 (39d)
Next Dividend Date10/3/2022 (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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