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SAP - Sap SE (ADR)
Implied Volatility Analysis

Implied Volatility:
27.6%
Put/Call-Ratio:
3.72

Sap SE (ADR) has an Implied Volatility (IV) of 27.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SAP is 19 and the Implied Volatility Percentile (IVP) is 27. The current Implied Volatility Index for SAP is -0.67 standard deviations away from its 1 year mean.

Market Cap$117.00B
Next Earnings Date10/25/2022 (71d)
Implied Volatility (IV) 30d
27.58
Implied Volatility Rank (IVR) 1y
19.26
Implied Volatility Percentile (IVP) 1y
27.31
Historical Volatility (HV) 30d
30.73
IV / HV
0.90
Open Interest
42.75K
Option Volume
533.00
Put/Call Ratio (Volume)
3.72

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

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