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TBBK - Bancorp Inc. (The)
Implied Volatility Analysis

Implied Volatility:
139.0%

Bancorp Inc. (The) has an Implied Volatility (IV) of 139.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TBBK is 36 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for TBBK is 1.01 standard deviations away from its 1 year mean.

Market Cap$1.30B
Next Earnings Date10/27/2022 (33d)
Implied Volatility (IV) 30d
139.01
Implied Volatility Rank (IVR) 1y
36.00
Implied Volatility Percentile (IVP) 1y
88.00
Historical Volatility (HV) 30d
29.90
IV / HV
4.65
Open Interest
148.00

Data was calculated after the 9/23/2022 closing.

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