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STT - State Street
Implied Volatility Analysis

Implied Volatility:
45.8%
Put/Call-Ratio:
0.10

State Street has an Implied Volatility (IV) of 45.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for STT is 45 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for STT is 1.02 standard deviations away from its 1 year mean.

Market Cap$23.09B
Dividend Yield3.51% ($2.21)
Next Earnings Date7/15/2022 (20d)
Next Dividend Date6/30/2022 (5d) !
Implied Volatility (IV) 30d
45.78
Implied Volatility Rank (IVR) 1y
45.14
Implied Volatility Percentile (IVP) 1y
83.81
Historical Volatility (HV) 30d
47.22
IV / HV
0.97
Open Interest
22.87K
Option Volume
738.00
Put/Call Ratio (Volume)
0.10

Data was calculated after the 6/24/2022 closing.

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