← Back to Stock / ETF implied volatility screenerSHEL - Shell - ADR (Representing)
SHEL - Shell - ADR (Representing)
Implied Volatility Analysis
Implied Volatility:
38.5%
38.5%
Put/Call-Ratio:
1.38
1.38
Shell - ADR (Representing) has an Implied Volatility (IV) of 38.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SHEL is 40 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for SHEL is 0.50 standard deviations away from its 1 year mean.
| Market Cap | $215.91B |
|---|---|
| Dividend Yield | 3.26% ($2.03) |
| Next Earnings Date | 5/4/2023 (45d) |
| Next Dividend Date | 5/18/2023 (59d) |
| Implied Volatility (IV) 30d | 38.50 |
| Implied Volatility Rank (IVR) 1y | 40.29 |
| Implied Volatility Percentile (IVP) 1y | 68.25 |
| Historical Volatility (HV) 30d | 28.64 |
| IV / HV | 1.34 |
| Open Interest | 308.65K |
| Option Volume | 19.13K |
| Put/Call Ratio (Volume) | 1.38 |
Data was calculated after the 3/17/2023 closing.
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