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SNN - Smith & Nephew (ADR)
Implied Volatility Analysis

Implied Volatility:
75.1%
Put/Call-Ratio:
0.35

Smith & Nephew (ADR) has an Implied Volatility (IV) of 75.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SNN is 17 and the Implied Volatility Percentile (IVP) is 41. The current Implied Volatility Index for SNN is -0.39 standard deviations away from its 1 year mean.

Market Cap$10.35B
Dividend Yield3.13% ($0.74)
Implied Volatility (IV) 30d
75.09
Implied Volatility Rank (IVR) 1y
16.94
Implied Volatility Percentile (IVP) 1y
40.64
Historical Volatility (HV) 30d
30.54
IV / HV
2.46
Open Interest
12.26K
Option Volume
27.00
Put/Call Ratio (Volume)
0.35

Data was calculated after the 10/6/2022 closing.

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