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

Implied Volatility:
78.3%
Put/Call-Ratio:
0.62

Companhia de Saneamento Basico do Estado de Sao Paulo. (ADR) has an Implied Volatility (IV) of 78.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SBS is 23 and the Implied Volatility Percentile (IVP) is 28. The current Implied Volatility Index for SBS is -0.69 standard deviations away from its 1 year mean.

Market Cap$6.23B
Dividend Yield1.97% ($0.18)
Next Earnings Date11/10/2022 (37d)
Implied Volatility (IV) 30d
78.33
Implied Volatility Rank (IVR) 1y
22.86
Implied Volatility Percentile (IVP) 1y
27.90
Historical Volatility (HV) 30d
94.28
IV / HV
0.83
Open Interest
32.25K
Option Volume
16.70K
Put/Call Ratio (Volume)
0.62

Data was calculated after the 10/3/2022 closing.

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