← Back to Stock / ETF implied volatility screenerTEF - Telefonica S.A (ADR)
TEF - Telefonica S.A (ADR)
Implied Volatility Analysis
Implied Volatility:
89.0%
89.0%
Put/Call-Ratio:
1.67
1.67
Telefonica S.A (ADR) has an Implied Volatility (IV) of 89.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TEF is 8 and the Implied Volatility Percentile (IVP) is 23. The current Implied Volatility Index for TEF is -0.78 standard deviations away from its 1 year mean.
| Market Cap | $24.02B |
|---|---|
| Dividend Yield | 3.85% ($0.16) |
| Next Earnings Date | 5/11/2023 (52d) |
| Implied Volatility (IV) 30d | 89.05 |
| Implied Volatility Rank (IVR) 1y | 7.85 |
| Implied Volatility Percentile (IVP) 1y | 23.29 |
| Historical Volatility (HV) 30d | 21.33 |
| IV / HV | 4.17 |
| Open Interest | 3.69K |
| Option Volume | 8.00 |
| Put/Call Ratio (Volume) | 1.67 |
Data was calculated after the 3/17/2023 closing.
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