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TAC - Transalta
Implied Volatility Analysis

Implied Volatility:
76.5%

Transalta has an Implied Volatility (IV) of 76.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TAC is 23 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for TAC is -0.43 standard deviations away from its 1 year mean.

Market Cap$2.46B
Dividend Yield1.96% ($0.18)
Next Earnings Date11/9/2022 (41d)
Implied Volatility (IV) 30d
76.55
Implied Volatility Rank (IVR) 1y
22.50
Implied Volatility Percentile (IVP) 1y
36.80
Historical Volatility (HV) 30d
27.49
IV / HV
2.78
Open Interest
2.56K
Option Volume
60.00

Data was calculated after the 9/28/2022 closing.

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