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STT - State Street
Implied Volatility Analysis

Implied Volatility:
51.6%
Put/Call-Ratio:
1.26

State Street has an Implied Volatility (IV) of 51.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for STT is 50 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for STT is 1.36 standard deviations away from its 1 year mean.

Market Cap$22.69B
Dividend Yield2.75% ($1.70)
Next Earnings Date10/18/2022 (16d)
Implied Volatility (IV) 30d
51.59
Implied Volatility Rank (IVR) 1y
49.85
Implied Volatility Percentile (IVP) 1y
89.60
Historical Volatility (HV) 30d
32.04
IV / HV
1.61
Open Interest
24.75K
Option Volume
1.04K
Put/Call Ratio (Volume)
1.26

Data was calculated after the 9/30/2022 closing.

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