← Back to Stock / ETF implied volatility screenerSAP - Sap SE (ADR)
SAP - Sap SE (ADR)
Implied Volatility Analysis
Implied Volatility:
32.8%
32.8%
Put/Call-Ratio:
0.57
0.57
Sap SE (ADR) has an Implied Volatility (IV) of 32.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SAP is 29 and the Implied Volatility Percentile (IVP) is 49. The current Implied Volatility Index for SAP is -0.27 standard deviations away from its 1 year mean.
| Market Cap | $154.88B |
|---|---|
| Next Earnings Date | 4/21/2023 (19d) |
| Next Dividend Date | 5/12/2023 (40d) |
| Implied Volatility (IV) 30d | 32.78 |
| Implied Volatility Rank (IVR) 1y | 28.84 |
| Implied Volatility Percentile (IVP) 1y | 49.00 |
| Historical Volatility (HV) 30d | 24.59 |
| IV / HV | 1.33 |
| Open Interest | 32.11K |
| Option Volume | 326.00 |
| Put/Call Ratio (Volume) | 0.57 |
Data was calculated after the 3/31/2023 closing.
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