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TTM - Tata Motors (ADR)
Implied Volatility Analysis

Implied Volatility:
45.6%
Put/Call-Ratio:
0.03

Tata Motors (ADR) has an Implied Volatility (IV) of 45.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TTM is 12 and the Implied Volatility Percentile (IVP) is 18. The current Implied Volatility Index for TTM is -0.80 standard deviations away from its 1 year mean.

Market Cap$16.19B
Next Earnings Date11/1/2022 (33d)
Implied Volatility (IV) 30d
45.56
Implied Volatility Rank (IVR) 1y
12.19
Implied Volatility Percentile (IVP) 1y
18.18
Historical Volatility (HV) 30d
28.96
IV / HV
1.57
Open Interest
44.88K
Option Volume
261.00
Put/Call Ratio (Volume)
0.03

Data was calculated after the 9/28/2022 closing.

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