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NMR - Nomura Holdings (ADR)
Implied Volatility Analysis

Implied Volatility:
242.7%
Put/Call-Ratio:
1.00

Nomura Holdings (ADR) has an Implied Volatility (IV) of 242.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NMR is 60 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for NMR is 1.75 standard deviations away from its 1 year mean.

Market Cap$11.96B
Dividend Yield4.78% ($0.18)
Next Earnings Date8/3/2022 (35d)
Implied Volatility (IV) 30d
242.66
Implied Volatility Rank (IVR) 1y
59.68
Implied Volatility Percentile (IVP) 1y
93.52
Historical Volatility (HV) 30d
23.78
IV / HV
10.20
Open Interest
924.00
Option Volume
2.00
Put/Call Ratio (Volume)
1.00

Data was calculated after the 6/28/2022 closing.

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