← Back to Stock / ETF implied volatility screenerNTES - NetEase (ADR)
NTES - NetEase (ADR)
Implied Volatility Analysis
Implied Volatility:
45.3%
45.3%
Put/Call-Ratio:
0.28
0.28
NetEase (ADR) has an Implied Volatility (IV) of 45.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NTES is 13 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for NTES is -1.12 standard deviations away from its 1 year mean.
| Market Cap | $61.05B |
|---|---|
| Dividend Yield | 1.56% ($1.38) |
| Next Earnings Date | 5/23/2023 (55d) |
| Implied Volatility (IV) 30d | 45.30 |
| Implied Volatility Rank (IVR) 1y | 13.47 |
| Implied Volatility Percentile (IVP) 1y | 13.72 |
| Historical Volatility (HV) 30d | 35.83 |
| IV / HV | 1.26 |
| Open Interest | 36.74K |
| Option Volume | 3.69K |
| Put/Call Ratio (Volume) | 0.28 |
Data was calculated after the 3/28/2023 closing.
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