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TRV - Travelers Companies
Implied Volatility Analysis

Implied Volatility:
27.1%
Put/Call-Ratio:
1.21

Travelers Companies has an Implied Volatility (IV) of 27.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TRV is 42 and the Implied Volatility Percentile (IVP) is 73. The current Implied Volatility Index for TRV is 0.46 standard deviations away from its 1 year mean.

Market Cap$40.01B
Dividend Yield2.12% ($3.54)
Next Earnings Date7/21/2022 (23d)
Implied Volatility (IV) 30d
27.10
Implied Volatility Rank (IVR) 1y
42.37
Implied Volatility Percentile (IVP) 1y
73.17
Historical Volatility (HV) 30d
25.75
IV / HV
1.05
Open Interest
16.91K
Option Volume
536.00
Put/Call Ratio (Volume)
1.21

Data was calculated after the 6/27/2022 closing.

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