← Back to Stock / ETF implied volatility screenerRY - Royal Bank Of Canada
RY - Royal Bank Of Canada
Implied Volatility Analysis
Implied Volatility:
23.7%
23.7%
Put/Call-Ratio:
1.41
1.41
Royal Bank Of Canada has an Implied Volatility (IV) of 23.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RY is 43 and the Implied Volatility Percentile (IVP) is 54. The current Implied Volatility Index for RY is 0.09 standard deviations away from its 1 year mean.
| Market Cap | $130.09B |
|---|---|
| Dividend Yield | 5.35% ($5.01) |
| Next Earnings Date | 5/25/2023 (57d) |
| Next Dividend Date | 4/24/2023 (26d) |
| Implied Volatility (IV) 30d | 23.72 |
| Implied Volatility Rank (IVR) 1y | 42.59 |
| Implied Volatility Percentile (IVP) 1y | 54.37 |
| Historical Volatility (HV) 30d | 22.27 |
| IV / HV | 1.07 |
| Open Interest | 21.70K |
| Option Volume | 527.00 |
| Put/Call Ratio (Volume) | 1.41 |
Data was calculated after the 3/28/2023 closing.
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