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MCO - Moody`s
Implied Volatility Analysis

Implied Volatility:
30.1%
Put/Call-Ratio:
1.65

Moody`s has an Implied Volatility (IV) of 30.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MCO is 21 and the Implied Volatility Percentile (IVP) is 19. The current Implied Volatility Index for MCO is -0.94 standard deviations away from its 1 year mean.

Market Cap$54.59B
Dividend Yield0.93% ($2.78)
Next Earnings Date2/9/2023 (73d)
Implied Volatility (IV) 30d
30.07
Implied Volatility Rank (IVR) 1y
21.32
Implied Volatility Percentile (IVP) 1y
18.75
Historical Volatility (HV) 30d
52.20
IV / HV
0.58
Open Interest
9.31K
Option Volume
69.00
Put/Call Ratio (Volume)
1.65

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

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