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SAN - Banco Santander S.A. (ADR)
Implied Volatility Analysis

Implied Volatility:
58.2%
Put/Call-Ratio:
0.02

Banco Santander S.A. (ADR) has an Implied Volatility (IV) of 58.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SAN is 7 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for SAN is -0.82 standard deviations away from its 1 year mean.

Market Cap$47.86B
Dividend Yield3.88% ($0.11)
Next Earnings Date2/1/2023 (65d)
Implied Volatility (IV) 30d
58.23
Implied Volatility Rank (IVR) 1y
7.23
Implied Volatility Percentile (IVP) 1y
14.47
Historical Volatility (HV) 30d
34.18
IV / HV
1.70
Open Interest
151.60K
Option Volume
1.46K
Put/Call Ratio (Volume)
0.02

Data was calculated after the 11/25/2022 closing.

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