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TTM - Tata Motors (ADR)
Implied Volatility Analysis

Implied Volatility:
51.2%
Put/Call-Ratio:
0.97

Tata Motors (ADR) has an Implied Volatility (IV) of 51.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TTM is 15 and the Implied Volatility Percentile (IVP) is 40. The current Implied Volatility Index for TTM is -0.44 standard deviations away from its 1 year mean.

Market Cap$16.84B
Next Earnings Date7/25/2022 (31d)
Implied Volatility (IV) 30d
51.19
Implied Volatility Rank (IVR) 1y
14.74
Implied Volatility Percentile (IVP) 1y
40.08
Historical Volatility (HV) 30d
46.64
IV / HV
1.10
Open Interest
36.53K
Option Volume
290.00
Put/Call Ratio (Volume)
0.97

Data was calculated after the 6/23/2022 closing.

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