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

Implied Volatility:
73.0%
Put/Call-Ratio:
1.67

Banco Santander S.A. (ADR) has an Implied Volatility (IV) of 73.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SAN is 27 and the Implied Volatility Percentile (IVP) is 64. The current Implied Volatility Index for SAN is 0.09 standard deviations away from its 1 year mean.

Market Cap$45.01B
Dividend Yield2.02% ($0.05)
Next Earnings Date10/26/2022 (72d)
Implied Volatility (IV) 30d
73.00
Implied Volatility Rank (IVR) 1y
26.64
Implied Volatility Percentile (IVP) 1y
63.75
Historical Volatility (HV) 30d
40.36
IV / HV
1.81
Open Interest
168.60K
Option Volume
326.00
Put/Call Ratio (Volume)
1.67

Data was calculated after the 8/12/2022 closing.

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