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KEP - Korea Electric Power (ADR)
Implied Volatility Analysis

Implied Volatility:
130.7%

Korea Electric Power (ADR) has an Implied Volatility (IV) of 130.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for KEP is 58 and the Implied Volatility Percentile (IVP) is 96. The current Implied Volatility Index for KEP is 1.61 standard deviations away from its 1 year mean.

Market Cap$11.41B
Next Earnings Date8/12/2022 (44d)
Implied Volatility (IV) 30d
130.66
Implied Volatility Rank (IVR) 1y
58.28
Implied Volatility Percentile (IVP) 1y
95.82
Historical Volatility (HV) 30d
40.89
IV / HV
3.20
Open Interest
999.00
Option Volume
5.00

Data was calculated after the 6/28/2022 closing.

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