← Back to Stock / ETF implied volatility screenerSTT - State Street
STT - State Street
Implied Volatility Analysis
Implied Volatility:
54.7%
54.7%
Put/Call-Ratio:
0.72
0.72
State Street has an Implied Volatility (IV) of 54.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for STT is 48 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for STT is 1.54 standard deviations away from its 1 year mean.
| Market Cap | $31.15B |
|---|---|
| Dividend Yield | 3.32% ($3.00) |
| Next Earnings Date | 4/17/2023 (27d) |
| Next Dividend Date | 3/31/2023 (10d) ! |
| Implied Volatility (IV) 30d | 54.69 |
| Implied Volatility Rank (IVR) 1y | 47.85 |
| Implied Volatility Percentile (IVP) 1y | 94.44 |
| Historical Volatility (HV) 30d | 41.69 |
| IV / HV | 1.31 |
| Open Interest | 34.72K |
| Option Volume | 1.10K |
| Put/Call Ratio (Volume) | 0.72 |
Data was calculated after the 3/17/2023 closing.
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