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JEF - Jefferies Financial Group
Implied Volatility Analysis

Implied Volatility:
30.9%
Put/Call-Ratio:
0.72

Jefferies Financial Group has an Implied Volatility (IV) of 30.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JEF is 1 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for JEF is -1.70 standard deviations away from its 1 year mean.

Market Cap$8.62B
Dividend Yield3.12% ($1.17)
Next Earnings Date1/11/2023 (46d)
Implied Volatility (IV) 30d
30.87
Implied Volatility Rank (IVR) 1y
1.02
Implied Volatility Percentile (IVP) 1y
1.19
Historical Volatility (HV) 30d
34.93
IV / HV
0.88
Open Interest
24.38K
Option Volume
98.00
Put/Call Ratio (Volume)
0.72

Data was calculated after the 11/25/2022 closing.

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