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SII - Sprott
Implied Volatility Analysis

Implied Volatility:
68.2%
Put/Call-Ratio:
0.80

Sprott has an Implied Volatility (IV) of 68.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SII is 33 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for SII is 0.38 standard deviations away from its 1 year mean.

Market Cap$950.18M
Dividend Yield3.05% ($1.12)
Next Earnings Date2/24/2023 (94d)
Implied Volatility (IV) 30d
68.20
Implied Volatility Rank (IVR) 1y
33.09
Implied Volatility Percentile (IVP) 1y
67.59
Historical Volatility (HV) 30d
46.71
IV / HV
1.46
Open Interest
2.42K
Option Volume
135.00
Put/Call Ratio (Volume)
0.80

Data was calculated after the 11/18/2022 closing.

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