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SBS - Companhia de Saneamento Basico do Estado de Sao Paulo. (ADR)
Implied Volatility Analysis

Implied Volatility:
84.2%

Companhia de Saneamento Basico do Estado de Sao Paulo. (ADR) has an Implied Volatility (IV) of 84.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SBS is 35 and the Implied Volatility Percentile (IVP) is 56. The current Implied Volatility Index for SBS is 0.02 standard deviations away from its 1 year mean.

Market Cap$5.47B
Dividend Yield2.51% ($0.20)
Next Earnings Date8/11/2022 (48d)
Implied Volatility (IV) 30d
84.17
Implied Volatility Rank (IVR) 1y
34.99
Implied Volatility Percentile (IVP) 1y
56.28
Historical Volatility (HV) 30d
34.45
IV / HV
2.44
Open Interest
23.39K

Data was calculated after the 6/23/2022 closing.

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