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NLSN - Nielsen Holdings plc
Implied Volatility Analysis

Implied Volatility:
124.7%
Put/Call-Ratio:
0.10

Nielsen Holdings plc has an Implied Volatility (IV) of 124.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NLSN is 83 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for NLSN is 3.16 standard deviations away from its 1 year mean.

Market Cap$8.51B
Dividend Yield1.01% ($0.24)
Next Earnings Date7/28/2022 (28d)
Implied Volatility (IV) 30d
124.69
Implied Volatility Rank (IVR) 1y
83.33
Implied Volatility Percentile (IVP) 1y
97.57
Historical Volatility (HV) 30d
31.60
IV / HV
3.95
Open Interest
51.09K
Option Volume
137.00
Put/Call Ratio (Volume)
0.10

Data was calculated after the 6/29/2022 closing.

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