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ORI - Old Republic International
Implied Volatility Analysis

Implied Volatility:
36.5%
Put/Call-Ratio:
0.26

Old Republic International has an Implied Volatility (IV) of 36.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ORI is 30 and the Implied Volatility Percentile (IVP) is 58. The current Implied Volatility Index for ORI is 0.04 standard deviations away from its 1 year mean.

Market Cap$6.83B
Dividend Yield3.95% ($0.87)
Next Earnings Date7/21/2022 (21d)
Implied Volatility (IV) 30d
36.49
Implied Volatility Rank (IVR) 1y
30.09
Implied Volatility Percentile (IVP) 1y
58.30
Historical Volatility (HV) 30d
26.69
IV / HV
1.37
Open Interest
4.35K
Option Volume
29.00
Put/Call Ratio (Volume)
0.26

Data was calculated after the 6/29/2022 closing.

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