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KEP - Korea Electric Power (ADR)
Implied Volatility Analysis

Implied Volatility:
94.3%

Korea Electric Power (ADR) has an Implied Volatility (IV) of 94.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for KEP is 30 and the Implied Volatility Percentile (IVP) is 43. The current Implied Volatility Index for KEP is -0.24 standard deviations away from its 1 year mean.

Market Cap$9.62B
Next Earnings Date2/23/2023 (77d)
Implied Volatility (IV) 30d
94.28
Implied Volatility Rank (IVR) 1y
29.69
Implied Volatility Percentile (IVP) 1y
42.69
Historical Volatility (HV) 30d
42.87
IV / HV
2.20
Open Interest
744.00
Option Volume
3.00

Data was calculated after the 12/7/2022 closing.

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