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SASR - Sandy Spring Bancorp
Implied Volatility Analysis

Implied Volatility:
104.2%

Sandy Spring Bancorp has an Implied Volatility (IV) of 104.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SASR is 31 and the Implied Volatility Percentile (IVP) is 80. The current Implied Volatility Index for SASR is 0.55 standard deviations away from its 1 year mean.

Market Cap$1.72B
Dividend Yield3.43% ($1.32)
Next Earnings Date10/20/2022 (24d)
Implied Volatility (IV) 30d
104.24
Implied Volatility Rank (IVR) 1y
31.10
Implied Volatility Percentile (IVP) 1y
79.60
Historical Volatility (HV) 30d
25.08
IV / HV
4.16
Open Interest
32.00

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

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