← Back to Stock / ETF implied volatility screenerNYT - New York Times Co. - Class A
NYT - New York Times Co. - Class A
Implied Volatility Analysis
Implied Volatility:
33.8%
33.8%
Put/Call-Ratio:
0.42
0.42
New York Times Co. - Class A has an Implied Volatility (IV) of 33.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NYT is 9 and the Implied Volatility Percentile (IVP) is 17. The current Implied Volatility Index for NYT is -0.85 standard deviations away from its 1 year mean.
| Market Cap | $6.44B |
|---|---|
| Dividend Yield | 1.14% ($0.45) |
| Next Earnings Date | 5/3/2023 (45d) |
| Next Dividend Date | 4/4/2023 (16d) |
| Implied Volatility (IV) 30d | 33.82 |
| Implied Volatility Rank (IVR) 1y | 8.76 |
| Implied Volatility Percentile (IVP) 1y | 16.67 |
| Historical Volatility (HV) 30d | 17.72 |
| IV / HV | 1.91 |
| Open Interest | 6.51K |
| Option Volume | 95.00 |
| Put/Call Ratio (Volume) | 0.42 |
Data was calculated after the 3/17/2023 closing.
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