← Back to Stock / ETF implied volatility screenerNDAQ - Nasdaq - 144A
NDAQ - Nasdaq - 144A
Implied Volatility Analysis
Implied Volatility:
23.6%
23.6%
Put/Call-Ratio:
4.22
4.22
Nasdaq - 144A has an Implied Volatility (IV) of 23.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NDAQ is 17 and the Implied Volatility Percentile (IVP) is 12. The current Implied Volatility Index for NDAQ is -1.24 standard deviations away from its 1 year mean.
| Market Cap | $32.98B |
|---|---|
| Dividend Yield | 1.13% ($0.76) |
| Next Earnings Date | 1/25/2023 (58d) |
| Next Dividend Date | 12/1/2022 (3d) ! |
| Implied Volatility (IV) 30d | 23.58 |
| Implied Volatility Rank (IVR) 1y | 16.52 |
| Implied Volatility Percentile (IVP) 1y | 12.30 |
| Historical Volatility (HV) 30d | 24.58 |
| IV / HV | 0.96 |
| Open Interest | 45.82K |
| Option Volume | 329.00 |
| Put/Call Ratio (Volume) | 4.22 |
Data was calculated after the 11/25/2022 closing.
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