← Back to Stock / ETF implied volatility screenerSBS - Companhia de Saneamento Basico do Estado de Sao Paulo. (ADR)
SBS - Companhia de Saneamento Basico do Estado de Sao Paulo. (ADR)
Implied Volatility Analysis
Implied Volatility:
71.5%
71.5%
Put/Call-Ratio:
0.41
0.41
Companhia de Saneamento Basico do Estado de Sao Paulo. (ADR) has an Implied Volatility (IV) of 71.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SBS is 9 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for SBS is -1.05 standard deviations away from its 1 year mean.
| Market Cap | $6.18B |
|---|---|
| Dividend Yield | 1.98% ($0.18) |
| Implied Volatility (IV) 30d | 71.52 |
| Implied Volatility Rank (IVR) 1y | 9.48 |
| Implied Volatility Percentile (IVP) 1y | 9.92 |
| Historical Volatility (HV) 30d | 31.17 |
| IV / HV | 2.29 |
| Open Interest | 6.05K |
| Option Volume | 45.00 |
| Put/Call Ratio (Volume) | 0.41 |
Data was calculated after the 3/24/2023 closing.
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