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SNN - Smith & Nephew (ADR)
Implied Volatility Analysis

Implied Volatility:
65.8%

Smith & Nephew (ADR) has an Implied Volatility (IV) of 65.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SNN is 12 and the Implied Volatility Percentile (IVP) is 35. The current Implied Volatility Index for SNN is -0.53 standard deviations away from its 1 year mean.

Market Cap$12.83B
Dividend Yield2.53% ($0.74)
Next Dividend Date3/30/2023 (10d) !
Implied Volatility (IV) 30d
65.81
Implied Volatility Rank (IVR) 1y
12.17
Implied Volatility Percentile (IVP) 1y
34.92
Historical Volatility (HV) 30d
26.70
IV / HV
2.46
Open Interest
2.40K
Option Volume
368.00

Data was calculated after the 3/17/2023 closing.

This stock chart shows SNN Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for SNN Smith & Nephew (ADR) over a one year time horizon.
Tradingview Chart →

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