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PGRE - Paramount Group
Implied Volatility Analysis

Implied Volatility:
134.9%

Paramount Group has an Implied Volatility (IV) of 134.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PGRE is 35 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for PGRE is 1.05 standard deviations away from its 1 year mean.

Market Cap$1.40B
Dividend Yield4.78% ($0.30)
Next Earnings Date10/26/2022 (22d)
Implied Volatility (IV) 30d
134.87
Implied Volatility Rank (IVR) 1y
34.50
Implied Volatility Percentile (IVP) 1y
87.95
Historical Volatility (HV) 30d
44.00
IV / HV
3.07
Open Interest
17.61K
Option Volume
5.00

Data was calculated after the 10/3/2022 closing.

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