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TEF - Telefonica S.A (ADR)
Implied Volatility Analysis

Implied Volatility:
146.6%
Put/Call-Ratio:
12.40

Telefonica S.A (ADR) has an Implied Volatility (IV) of 146.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TEF is 16 and the Implied Volatility Percentile (IVP) is 69. The current Implied Volatility Index for TEF is 0.01 standard deviations away from its 1 year mean.

Market Cap$20.62B
Next Earnings Date11/4/2022 (40d)
Implied Volatility (IV) 30d
146.55
Implied Volatility Rank (IVR) 1y
16.36
Implied Volatility Percentile (IVP) 1y
68.80
Historical Volatility (HV) 30d
25.68
IV / HV
5.71
Open Interest
3.22K
Option Volume
134.00
Put/Call Ratio (Volume)
12.40

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

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