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NWG - NatWest Group (ADR)
Implied Volatility Analysis

Implied Volatility:
349.0%

NatWest Group (ADR) has an Implied Volatility (IV) of 349.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NWG is 27 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for NWG is 0.57 standard deviations away from its 1 year mean.

Market Cap$29.91B
Dividend Yield4.83% ($0.30)
Next Earnings Date2/17/2023 (81d)
Implied Volatility (IV) 30d
349.03
Implied Volatility Rank (IVR) 1y
26.99
Implied Volatility Percentile (IVP) 1y
84.40
Historical Volatility (HV) 30d
48.34
IV / HV
7.22
Open Interest
3.36K
Option Volume
1.00

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

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