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THG - Hanover Insurance Group
Implied Volatility Analysis

Implied Volatility:
41.5%

Hanover Insurance Group has an Implied Volatility (IV) of 41.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for THG is 29 and the Implied Volatility Percentile (IVP) is 69. The current Implied Volatility Index for THG is 0.13 standard deviations away from its 1 year mean.

Market Cap$5.07B
Dividend Yield2.09% ($2.98)
Next Earnings Date2/1/2023 (56d)
Implied Volatility (IV) 30d
41.51
Implied Volatility Rank (IVR) 1y
28.86
Implied Volatility Percentile (IVP) 1y
69.17
Historical Volatility (HV) 30d
24.60
IV / HV
1.69
Open Interest
64.00

Data was calculated after the 12/6/2022 closing.

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