← Back to Stock / ETF implied volatility screenerSJR - Shaw Communications - Class B
SJR - Shaw Communications - Class B
Implied Volatility Analysis
Implied Volatility:
49.8%
49.8%
Shaw Communications - Class B has an Implied Volatility (IV) of 49.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SJR is 16 and the Implied Volatility Percentile (IVP) is 11. The current Implied Volatility Index for SJR is -1.21 standard deviations away from its 1 year mean.
| Market Cap | $13.58B |
|---|---|
| Dividend Yield | 4.11% ($1.17) |
| Next Earnings Date | 4/12/2023 (18d) |
| Implied Volatility (IV) 30d | 49.75 |
| Implied Volatility Rank (IVR) 1y | 15.87 |
| Implied Volatility Percentile (IVP) 1y | 11.11 |
| Historical Volatility (HV) 30d | 7.16 |
| IV / HV | 6.95 |
| Open Interest | 37.56K |
| Option Volume | 509.00 |
Data was calculated after the 3/24/2023 closing.
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