← Back to Stock / ETF implied volatility screenerMCO - Moody`s
MCO - Moody`s
Implied Volatility Analysis
Implied Volatility:
31.0%
31.0%
Put/Call-Ratio:
0.44
0.44
Moody`s has an Implied Volatility (IV) of 31.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MCO is 23 and the Implied Volatility Percentile (IVP) is 31. The current Implied Volatility Index for MCO is -0.65 standard deviations away from its 1 year mean.
| Market Cap | $55.15B |
|---|---|
| Dividend Yield | 0.95% ($2.86) |
| Next Earnings Date | 5/2/2023 (31d) |
| Implied Volatility (IV) 30d | 30.96 |
| Implied Volatility Rank (IVR) 1y | 23.22 |
| Implied Volatility Percentile (IVP) 1y | 30.56 |
| Historical Volatility (HV) 30d | 26.33 |
| IV / HV | 1.18 |
| Open Interest | 11.92K |
| Option Volume | 65.00 |
| Put/Call Ratio (Volume) | 0.44 |
Data was calculated after the 3/31/2023 closing.
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