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MSCI - MSCI
Implied Volatility Analysis

Implied Volatility:
46.0%
Put/Call-Ratio:
2.00

MSCI has an Implied Volatility (IV) of 46.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MSCI is 57 and the Implied Volatility Percentile (IVP) is 70. The current Implied Volatility Index for MSCI is 0.53 standard deviations away from its 1 year mean.

Market Cap$34.07B
Dividend Yield1.03% ($4.35)
Next Earnings Date10/25/2022 (23d)
Implied Volatility (IV) 30d
46.00
Implied Volatility Rank (IVR) 1y
57.44
Implied Volatility Percentile (IVP) 1y
70.40
Historical Volatility (HV) 30d
31.86
IV / HV
1.44
Open Interest
5.61K
Option Volume
21.00
Put/Call Ratio (Volume)
2.00

Data was calculated after the 9/30/2022 closing.

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