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PM - Philip Morris International
Implied Volatility Analysis

Implied Volatility:
29.9%
Put/Call-Ratio:
0.17

Philip Morris International has an Implied Volatility (IV) of 29.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PM is 42 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for PM is 0.92 standard deviations away from its 1 year mean.

Market Cap$158.79B
Dividend Yield3.61% ($3.70)
Next Earnings Date7/21/2022 (21d)
Next Dividend Date6/30/2022 (0d) !
Implied Volatility (IV) 30d
29.87
Implied Volatility Rank (IVR) 1y
42.33
Implied Volatility Percentile (IVP) 1y
83.79
Historical Volatility (HV) 30d
22.86
IV / HV
1.31
Open Interest
154.74K
Option Volume
8.92K
Put/Call Ratio (Volume)
0.17

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

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