← Back to Stock / ETF implied volatility screener

STAG - STAG Industrial
Implied Volatility Analysis

Implied Volatility:
38.6%
Put/Call-Ratio:
0.71

STAG Industrial has an Implied Volatility (IV) of 38.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for STAG is 13 and the Implied Volatility Percentile (IVP) is 38. The current Implied Volatility Index for STAG is -0.42 standard deviations away from its 1 year mean.

Market Cap$5.86B
Dividend Yield4.37% ($1.43)
Next Earnings Date2/16/2023 (81d)
Next Dividend Date11/29/2022 (2d) !
Implied Volatility (IV) 30d
38.59
Implied Volatility Rank (IVR) 1y
13.16
Implied Volatility Percentile (IVP) 1y
38.28
Historical Volatility (HV) 30d
36.14
IV / HV
1.07
Open Interest
4.49K
Option Volume
94.00
Put/Call Ratio (Volume)
0.71

Data was calculated after the 11/25/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.