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TRV - Travelers Companies
Implied Volatility Analysis

Implied Volatility:
20.4%
Put/Call-Ratio:
0.33

Travelers Companies has an Implied Volatility (IV) of 20.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TRV is 2 and the Implied Volatility Percentile (IVP) is 1. The current Implied Volatility Index for TRV is -1.85 standard deviations away from its 1 year mean.

Market Cap$44.06B
Dividend Yield1.91% ($3.59)
Next Earnings Date1/19/2023 (53d)
Next Dividend Date12/8/2022 (11d) !
Implied Volatility (IV) 30d
20.37
Implied Volatility Rank (IVR) 1y
1.57
Implied Volatility Percentile (IVP) 1y
0.79
Historical Volatility (HV) 30d
15.00
IV / HV
1.36
Open Interest
21.83K
Option Volume
149.00
Put/Call Ratio (Volume)
0.33

Data was calculated after the 11/25/2022 closing.

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