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SCHW - Charles Schwab
Implied Volatility Analysis

Implied Volatility:
31.7%
Put/Call-Ratio:
0.88

Charles Schwab has an Implied Volatility (IV) of 31.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SCHW is 18 and the Implied Volatility Percentile (IVP) is 16. The current Implied Volatility Index for SCHW is -1.09 standard deviations away from its 1 year mean.

Market Cap$146.34B
Dividend Yield1.03% ($0.83)
Next Earnings Date1/18/2023 (41d)
Implied Volatility (IV) 30d
31.69
Implied Volatility Rank (IVR) 1y
17.62
Implied Volatility Percentile (IVP) 1y
15.81
Historical Volatility (HV) 30d
22.22
IV / HV
1.43
Open Interest
362.21K
Option Volume
5.23K
Put/Call Ratio (Volume)
0.88

Data was calculated after the 12/7/2022 closing.

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