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ORI - Old Republic International
Implied Volatility Analysis

Implied Volatility:
46.5%
Put/Call-Ratio:
0.04

Old Republic International has an Implied Volatility (IV) of 46.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ORI is 39 and the Implied Volatility Percentile (IVP) is 83. The current Implied Volatility Index for ORI is 0.65 standard deviations away from its 1 year mean.

Market Cap$7.27B
Dividend Yield3.80% ($0.91)
Next Earnings Date1/26/2023 (49d)
Implied Volatility (IV) 30d
46.52
Implied Volatility Rank (IVR) 1y
38.58
Implied Volatility Percentile (IVP) 1y
83.00
Historical Volatility (HV) 30d
19.43
IV / HV
2.39
Open Interest
5.98K
Option Volume
28.00
Put/Call Ratio (Volume)
0.04

Data was calculated after the 12/7/2022 closing.

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