← Back to Stock / ETF implied volatility screener

SHEL - Shell - ADR (Representing)
Implied Volatility Analysis

Implied Volatility:
28.9%
Put/Call-Ratio:
0.39

Shell - ADR (Representing) has an Implied Volatility (IV) of 28.9% p.a. for a constant maturity of 30 days.0 The current Implied Volatility Index for SHEL is -1.48 standard deviations away from its 1 year mean.

Market Cap$201.61B
Dividend Yield3.41% ($1.94)
Next Earnings Date2/2/2023 (66d)
Next Dividend Date2/16/2023 (80d)
Implied Volatility (IV) 30d
28.93
Implied Volatility Percentile (IVP) 1y
0.48
Historical Volatility (HV) 30d
37.78
IV / HV
0.77
Open Interest
240.72K
Option Volume
4.45K
Put/Call Ratio (Volume)
0.39

Data was calculated after the 11/25/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.