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NTES - NetEase (ADR)
Implied Volatility Analysis

Implied Volatility:
55.8%
Put/Call-Ratio:
1.45

NetEase (ADR) has an Implied Volatility (IV) of 55.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NTES is 37 and the Implied Volatility Percentile (IVP) is 51. The current Implied Volatility Index for NTES is -0.10 standard deviations away from its 1 year mean.

Market Cap$59.68B
Dividend Yield1.31% ($1.19)
Next Earnings Date8/30/2022 (64d)
Implied Volatility (IV) 30d
55.77
Implied Volatility Rank (IVR) 1y
37.26
Implied Volatility Percentile (IVP) 1y
51.10
Historical Volatility (HV) 30d
48.41
IV / HV
1.15
Open Interest
55.37K
Option Volume
4.45K
Put/Call Ratio (Volume)
1.45

Data was calculated after the 6/24/2022 closing.

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