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UMPQ - Umpqua Holdings
Implied Volatility Analysis

Implied Volatility:
77.8%
Put/Call-Ratio:
0.05

Umpqua Holdings has an Implied Volatility (IV) of 77.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for UMPQ is 29 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for UMPQ is 0.47 standard deviations away from its 1 year mean.

Market Cap$3.92B
Dividend Yield4.57% ($0.83)
Next Earnings Date10/19/2022 (32d)
Implied Volatility (IV) 30d
77.80
Implied Volatility Rank (IVR) 1y
29.20
Implied Volatility Percentile (IVP) 1y
74.80
Historical Volatility (HV) 30d
31.72
IV / HV
2.45
Open Interest
5.30K
Option Volume
22.00
Put/Call Ratio (Volume)
0.05

Data was calculated after the 9/16/2022 closing.

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