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SIVB - SVB Financial Group
Implied Volatility Analysis

Implied Volatility:
71.1%
Put/Call-Ratio:
2.86

SVB Financial Group has an Implied Volatility (IV) of 71.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SIVB is 72 and the Implied Volatility Percentile (IVP) is 93. The current Implied Volatility Index for SIVB is 1.61 standard deviations away from its 1 year mean.

Market Cap$19.84B
Next Earnings Date10/20/2022 (16d)
Implied Volatility (IV) 30d
71.06
Implied Volatility Rank (IVR) 1y
72.05
Implied Volatility Percentile (IVP) 1y
93.17
Historical Volatility (HV) 30d
47.37
IV / HV
1.50
Open Interest
12.16K
Option Volume
197.00
Put/Call Ratio (Volume)
2.86

Data was calculated after the 10/3/2022 closing.

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