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TCPC - BlackRock TCP Capital
Implied Volatility Analysis

Implied Volatility:
119.1%

BlackRock TCP Capital has an Implied Volatility (IV) of 119.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TCPC is 43 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for TCPC is 1.20 standard deviations away from its 1 year mean.

Market Cap$701.29M
Dividend Yield9.55% ($1.16)
Next Earnings Date11/3/2022 (40d)
Implied Volatility (IV) 30d
119.13
Implied Volatility Rank (IVR) 1y
42.57
Implied Volatility Percentile (IVP) 1y
91.20
Historical Volatility (HV) 30d
19.03
IV / HV
6.26
Open Interest
1.54K
Option Volume
8.00

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

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