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JEF - Jefferies Financial Group
Implied Volatility Analysis

Implied Volatility:
34.4%
Put/Call-Ratio:
1.14

Jefferies Financial Group has an Implied Volatility (IV) of 34.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JEF is 27 and the Implied Volatility Percentile (IVP) is 27. The current Implied Volatility Index for JEF is -0.64 standard deviations away from its 1 year mean.

Market Cap$7.68B
Dividend Yield3.29% ($1.09)
Next Earnings Date9/29/2022 (52d)
Next Dividend Date8/12/2022 (4d) !
Implied Volatility (IV) 30d
34.39
Implied Volatility Rank (IVR) 1y
26.93
Implied Volatility Percentile (IVP) 1y
27.20
Historical Volatility (HV) 30d
26.23
IV / HV
1.31
Open Interest
14.55K
Option Volume
94.00
Put/Call Ratio (Volume)
1.14

Data was calculated after the 8/5/2022 closing.

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