← Back to Stock / ETF implied volatility screenerTTM - Tata Motors (ADR)
TTM - Tata Motors (ADR)
Implied Volatility Analysis
Implied Volatility:
45.6%
45.6%
Put/Call-Ratio:
0.03
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 Date | 11/1/2022 (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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