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RGA - Reinsurance Group Of America
Implied Volatility Analysis

Implied Volatility:
48.7%
Put/Call-Ratio:
0.14

Reinsurance Group Of America has an Implied Volatility (IV) of 48.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RGA is 42 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for RGA is 0.28 standard deviations away from its 1 year mean.

Market Cap$7.42B
Dividend Yield2.61% ($2.89)
Next Earnings Date8/2/2022 (41d)
Implied Volatility (IV) 30d
48.70
Implied Volatility Rank (IVR) 1y
42.13
Implied Volatility Percentile (IVP) 1y
62.17
Historical Volatility (HV) 30d
33.48
IV / HV
1.45
Open Interest
2.19K
Option Volume
25.00
Put/Call Ratio (Volume)
0.14

Data was calculated after the 6/21/2022 closing.

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