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RGA - Reinsurance Group Of America
Implied Volatility Analysis

Implied Volatility:
48.3%

Reinsurance Group Of America has an Implied Volatility (IV) of 48.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RGA is 31 and the Implied Volatility Percentile (IVP) is 52. The current Implied Volatility Index for RGA is -0.02 standard deviations away from its 1 year mean.

Market Cap$8.10B
Dividend Yield2.45% ($2.96)
Next Earnings Date11/3/2022 (35d)
Implied Volatility (IV) 30d
48.27
Implied Volatility Rank (IVR) 1y
31.09
Implied Volatility Percentile (IVP) 1y
51.60
Historical Volatility (HV) 30d
21.13
IV / HV
2.28
Open Interest
1.40K
Option Volume
4.00

Data was calculated after the 9/28/2022 closing.

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