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TRI - Thomson-Reuters
Implied Volatility Analysis

Implied Volatility:
25.3%

Thomson-Reuters has an Implied Volatility (IV) of 25.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TRI is 29 and the Implied Volatility Percentile (IVP) is 44. The current Implied Volatility Index for TRI is -0.36 standard deviations away from its 1 year mean.

Market Cap$60.20B
Dividend Yield1.64% ($2.09)
Next Earnings Date5/2/2023 (34d)
Implied Volatility (IV) 30d
25.30
Implied Volatility Rank (IVR) 1y
28.55
Implied Volatility Percentile (IVP) 1y
44.05
Historical Volatility (HV) 30d
12.58
IV / HV
2.01
Open Interest
1.72K
Option Volume
2.00

Data was calculated after the 3/28/2023 closing.

This stock chart shows TRI Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for TRI Thomson-Reuters over a one year time horizon.
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