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SID - Companhia Siderurgica Nacional (ADR)
Implied Volatility Analysis

Implied Volatility:
175.6%
Put/Call-Ratio:
0.03

Companhia Siderurgica Nacional (ADR) has an Implied Volatility (IV) of 175.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SID is 30 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for SID is 1.19 standard deviations away from its 1 year mean.

Market Cap$4.06B
Dividend Yield2.22% ($0.07)
Next Earnings Date3/8/2023 (96d)
Implied Volatility (IV) 30d
175.61
Implied Volatility Rank (IVR) 1y
29.60
Implied Volatility Percentile (IVP) 1y
90.68
Historical Volatility (HV) 30d
82.26
IV / HV
2.13
Open Interest
66.33K
Option Volume
398.00
Put/Call Ratio (Volume)
0.03

Data was calculated after the 12/1/2022 closing.

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