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SAP - Sap SE (ADR)
Implied Volatility Analysis

Implied Volatility:
27.2%
Put/Call-Ratio:
1.12

Sap SE (ADR) has an Implied Volatility (IV) of 27.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SAP is 11 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for SAP is -1.35 standard deviations away from its 1 year mean.

Market Cap$134.95B
Next Earnings Date1/26/2023 (59d)
Implied Volatility (IV) 30d
27.16
Implied Volatility Rank (IVR) 1y
11.30
Implied Volatility Percentile (IVP) 1y
6.37
Historical Volatility (HV) 30d
38.96
IV / HV
0.70
Open Interest
35.25K
Option Volume
526.00
Put/Call Ratio (Volume)
1.12

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

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