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SF - Stifel Financial
Implied Volatility Analysis

Implied Volatility:
60.8%
Put/Call-Ratio:
5.33

Stifel Financial has an Implied Volatility (IV) of 60.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SF is 49 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for SF is 2.21 standard deviations away from its 1 year mean.

Market Cap$7.19B
Dividend Yield1.86% ($1.25)
Next Earnings Date4/26/2023 (37d)
Implied Volatility (IV) 30d
60.75
Implied Volatility Rank (IVR) 1y
49.21
Implied Volatility Percentile (IVP) 1y
97.22
Historical Volatility (HV) 30d
49.50
IV / HV
1.23
Open Interest
2.81K
Option Volume
38.00
Put/Call Ratio (Volume)
5.33

Data was calculated after the 3/17/2023 closing.

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