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STAG - STAG Industrial
Implied Volatility Analysis

Implied Volatility:
40.4%
Put/Call-Ratio:
1.38

STAG Industrial has an Implied Volatility (IV) of 40.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for STAG is 15 and the Implied Volatility Percentile (IVP) is 35. The current Implied Volatility Index for STAG is -0.44 standard deviations away from its 1 year mean.

Market Cap$6.13B
Dividend Yield4.19% ($1.43)
Next Earnings Date5/3/2023 (45d)
Next Dividend Date3/30/2023 (11d) !
Implied Volatility (IV) 30d
40.36
Implied Volatility Rank (IVR) 1y
14.72
Implied Volatility Percentile (IVP) 1y
34.74
Historical Volatility (HV) 30d
24.87
IV / HV
1.62
Open Interest
5.26K
Option Volume
209.00
Put/Call Ratio (Volume)
1.38

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

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