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NTRS - Northern Trust
Implied Volatility Analysis

Implied Volatility:
40.7%
Put/Call-Ratio:
0.05

Northern Trust has an Implied Volatility (IV) of 40.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NTRS is 32 and the Implied Volatility Percentile (IVP) is 78. The current Implied Volatility Index for NTRS is 0.64 standard deviations away from its 1 year mean.

Market Cap$19.55B
Dividend Yield2.96% ($2.77)
Next Earnings Date7/20/2022 (24d)
Implied Volatility (IV) 30d
40.67
Implied Volatility Rank (IVR) 1y
31.83
Implied Volatility Percentile (IVP) 1y
77.54
Historical Volatility (HV) 30d
38.19
IV / HV
1.06
Open Interest
3.57K
Option Volume
585.00
Put/Call Ratio (Volume)
0.05

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

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