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SAND - Sandstorm Gold
Implied Volatility Analysis

Implied Volatility:
61.0%
Put/Call-Ratio:
0.22

Sandstorm Gold has an Implied Volatility (IV) of 61.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SAND is 24 and the Implied Volatility Percentile (IVP) is 77. The current Implied Volatility Index for SAND is 0.48 standard deviations away from its 1 year mean.

Market Cap$1.70B
Dividend Yield0.98% ($0.06)
Next Earnings Date11/3/2022 (40d)
Implied Volatility (IV) 30d
61.04
Implied Volatility Rank (IVR) 1y
24.07
Implied Volatility Percentile (IVP) 1y
77.39
Historical Volatility (HV) 30d
60.27
IV / HV
1.01
Open Interest
70.37K
Option Volume
1.27K
Put/Call Ratio (Volume)
0.22

Data was calculated after the 9/23/2022 closing.

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