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NTES - NetEase (ADR)
Implied Volatility Analysis

Implied Volatility:
54.1%
Put/Call-Ratio:
1.23

NetEase (ADR) has an Implied Volatility (IV) of 54.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NTES is 27 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for NTES is -0.44 standard deviations away from its 1 year mean.

Market Cap$43.76B
Dividend Yield1.96% ($1.31)
Next Earnings Date2/23/2023 (87d)
Next Dividend Date12/1/2022 (3d) !
Implied Volatility (IV) 30d
54.11
Implied Volatility Rank (IVR) 1y
26.87
Implied Volatility Percentile (IVP) 1y
37.30
Historical Volatility (HV) 30d
57.86
IV / HV
0.94
Open Interest
78.61K
Option Volume
234.00
Put/Call Ratio (Volume)
1.23

Data was calculated after the 11/25/2022 closing.

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