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MCO - Moody`s
Implied Volatility Analysis

Implied Volatility:
34.8%
Put/Call-Ratio:
0.15

Moody`s has an Implied Volatility (IV) of 34.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MCO is 55 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for MCO is 0.66 standard deviations away from its 1 year mean.

Market Cap$49.82B
Dividend Yield0.98% ($2.64)
Next Earnings Date7/27/2022 (31d)
Implied Volatility (IV) 30d
34.83
Implied Volatility Rank (IVR) 1y
55.29
Implied Volatility Percentile (IVP) 1y
68.42
Historical Volatility (HV) 30d
43.05
IV / HV
0.81
Open Interest
5.87K
Option Volume
1.33K
Put/Call Ratio (Volume)
0.15

Data was calculated after the 6/24/2022 closing.

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