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ORAN - Orange. (ADR)
Implied Volatility Analysis

Implied Volatility:
70.2%

Orange. (ADR) has an Implied Volatility (IV) of 70.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ORAN is 32 and the Implied Volatility Percentile (IVP) is 67. The current Implied Volatility Index for ORAN is 0.36 standard deviations away from its 1 year mean.

Market Cap$24.07B
Dividend Yield8.33% ($0.75)
Next Earnings Date10/25/2022 (26d)
Implied Volatility (IV) 30d
70.16
Implied Volatility Rank (IVR) 1y
32.15
Implied Volatility Percentile (IVP) 1y
67.01
Historical Volatility (HV) 30d
21.76
IV / HV
3.22
Open Interest
1.83K
Option Volume
1.00

Data was calculated after the 9/28/2022 closing.

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