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NWSA - News Corp - Class A
Implied Volatility Analysis

Implied Volatility:
46.5%

News Corp - Class A has an Implied Volatility (IV) of 46.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NWSA is 11 and the Implied Volatility Percentile (IVP) is 44. The current Implied Volatility Index for NWSA is -0.45 standard deviations away from its 1 year mean.

Market Cap$10.54B
Dividend Yield1.09% ($0.20)
Next Earnings Date2/2/2023 (67d)
Implied Volatility (IV) 30d
46.46
Implied Volatility Rank (IVR) 1y
11.02
Implied Volatility Percentile (IVP) 1y
43.65
Historical Volatility (HV) 30d
39.42
IV / HV
1.18
Open Interest
2.46K
Option Volume
16.00

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

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