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TCBI - Texas Capital Bancshares
Implied Volatility Analysis

Implied Volatility:
64.8%
Put/Call-Ratio:
0.60

Texas Capital Bancshares has an Implied Volatility (IV) of 64.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TCBI is 27 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for TCBI is 0.71 standard deviations away from its 1 year mean.

Market Cap$3.10B
Next Earnings Date10/19/2022 (30d)
Implied Volatility (IV) 30d
64.78
Implied Volatility Rank (IVR) 1y
27.00
Implied Volatility Percentile (IVP) 1y
83.50
Historical Volatility (HV) 30d
22.11
IV / HV
2.93
Open Interest
3.69K
Option Volume
160.00
Put/Call Ratio (Volume)
0.60

Data was calculated after the 9/16/2022 closing.

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