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 Date | 7/25/2022 (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.