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MSCI - MSCI
Implied Volatility Analysis

Implied Volatility:
46.2%
Put/Call-Ratio:
0.80

MSCI has an Implied Volatility (IV) of 46.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MSCI is 62 and the Implied Volatility Percentile (IVP) is 76. The current Implied Volatility Index for MSCI is 0.83 standard deviations away from its 1 year mean.

Market Cap$32.58B
Dividend Yield1.03% ($4.15)
Next Earnings Date7/26/2022 (32d)
Implied Volatility (IV) 30d
46.16
Implied Volatility Rank (IVR) 1y
62.21
Implied Volatility Percentile (IVP) 1y
76.25
Historical Volatility (HV) 30d
43.51
IV / HV
1.06
Open Interest
4.77K
Option Volume
9.00
Put/Call Ratio (Volume)
0.80

Data was calculated after the 6/23/2022 closing.

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